+1,707.5%
AMAT vs UVXY
-100.0%
+1,807.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.3% |
| 7D | +6.9% | +2.3% | +4.6% | +7.4% |
| 30D | -10.1% | -15.0% | +4.9% | -13.1% |
| 3M | -6.0% | -39.8% | +33.8% | -13.8% |
| 6M | +38.6% | -60.0% | +98.7% | +19.7% |
| YTD | +83.1% | -48.8% | +131.9% | +71.4% |
| 1Y | +188.3% | -67.3% | +255.6% | +152.7% |
| 3Y | +225.3% | -94.8% | +320.2% | +162.9% |
| 5Y | +262.0% | -99.7% | +361.6% | +110.8% |
| 10Y | +1,707.5% | -100.0% | +1,807.5% | +612.5% |
| All | +1,707.5% | -100.0% | +1,807.5% | +612.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling