+480.1%
ABT vs UVXY
-100.0%
+580.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -6.9% | -1.4% |
| 7D | -5.0% | +11.0% | -16.0% | -4.2% |
| 30D | -5.8% | -8.8% | +3.0% | -6.4% |
| 3M | +16.7% | -41.9% | +58.6% | +12.1% |
| 6M | -5.2% | -61.2% | +55.9% | -11.2% |
| YTD | -16.0% | -46.2% | +30.2% | -18.4% |
| 1Y | -18.3% | -65.2% | +47.0% | -22.8% |
| 3Y | +9.2% | -94.6% | +103.8% | -2.8% |
| 5Y | -11.6% | -99.7% | +88.1% | -32.8% |
| 10Y | +204.2% | -100.0% | +304.2% | +76.3% |
| All | +480.1% | -100.0% | +580.1% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling