+44.3%
AG vs UVXY
-100.0%
+144.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.2% | -10.0% | -4.4% |
| 7D | -5.8% | +11.0% | -16.8% | -4.9% |
| 30D | +6.4% | -8.8% | +15.1% | +5.7% |
| 3M | +28.4% | -41.9% | +70.3% | +23.5% |
| 6M | -24.5% | -61.2% | +36.7% | -28.9% |
| YTD | +21.2% | -46.2% | +67.4% | +18.6% |
| 1Y | +114.1% | -65.2% | +179.3% | +104.2% |
| 3Y | +268.0% | -94.6% | +362.6% | +239.2% |
| 5Y | +67.3% | -99.7% | +167.0% | +35.3% |
| 10Y | +66.1% | -100.0% | +166.1% | +2.6% |
| All | +44.3% | -100.0% | +144.3% | -72.9% |
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