+61.4%
AMAT vs UVXY
-70.8%
+132.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.1% | +10.8% | -8.0% |
| 7D | -11.2% | -6.3% | -4.9% | -12.3% |
| 30D | -31.9% | -2.7% | -29.2% | -31.1% |
| 3M | -32.3% | -29.9% | -2.4% | -38.6% |
| 6M | -5.4% | -56.5% | +51.1% | -22.6% |
| YTD | +44.3% | -54.8% | +99.1% | +28.3% |
| 1Y | +61.4% | -70.5% | +131.9% | +25.3% |
| All | +61.4% | -70.8% | +132.1% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling