+420.6%
ADM vs UVXY
-100.0%
+520.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | +0.1% |
| 7D | -0.1% | -4.7% | +4.7% | -0.5% |
| 30D | +11.0% | -17.1% | +28.1% | +9.2% |
| 3M | +6.0% | -39.9% | +45.9% | +1.7% |
| 6M | +26.9% | -66.9% | +93.8% | +16.4% |
| YTD | +50.0% | -50.1% | +100.1% | +43.9% |
| 1Y | +39.6% | -68.3% | +107.9% | +29.5% |
| 3Y | +18.5% | -95.0% | +113.5% | +3.2% |
| 5Y | +62.6% | -99.7% | +162.2% | +19.6% |
| 10Y | +162.4% | -100.0% | +262.4% | +42.5% |
| All | +420.6% | -100.0% | +520.6% | +17.9% |
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