+1,321.9%
AMAT vs UVXY
-100.0%
+1,421.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -1.9% |
| 7D | +11.4% | -22.1% | +33.4% | +6.6% |
| 30D | -17.0% | +8.2% | -25.2% | -11.2% |
| 3M | -30.6% | -12.3% | -18.3% | -28.8% |
| 6M | -14.9% | -51.0% | +36.0% | -20.8% |
| YTD | +44.7% | -49.9% | +94.6% | +42.2% |
| 1Y | +66.9% | -67.7% | +134.6% | +50.8% |
| 3Y | +153.3% | -94.1% | +247.4% | +116.0% |
| 5Y | +146.2% | -99.5% | +245.8% | +59.1% |
| All | +1,321.9% | -100.0% | +1,421.9% | +482.6% |
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