+67.2%
ADM vs UVXY
-99.6%
+166.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | +0.7% |
| 7D | +3.0% | +11.0% | -8.0% | +3.6% |
| 30D | +8.7% | -8.8% | +17.5% | +8.2% |
| 3M | +7.6% | -41.9% | +49.5% | +4.6% |
| 6M | +26.9% | -61.2% | +88.1% | +21.0% |
| YTD | +54.3% | -46.2% | +100.5% | +51.1% |
| 1Y | +45.7% | -65.2% | +110.9% | +39.7% |
| 3Y | +21.9% | -94.6% | +116.5% | +10.3% |
| 5Y | +67.2% | -99.7% | +166.8% | +25.4% |
| All | +67.2% | -99.6% | +166.8% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling