+179.4%
AMAT vs UVXY
-64.9%
+244.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.2% | -8.3% | -1.6% |
| 7D | +4.2% | +11.0% | -6.9% | +7.6% |
| 30D | -13.5% | -8.8% | -4.8% | -15.8% |
| 3M | -8.6% | -41.9% | +33.3% | -19.8% |
| 6M | +31.6% | -61.2% | +92.8% | +7.6% |
| YTD | +77.3% | -46.2% | +123.5% | +63.1% |
| 1Y | +179.4% | -65.2% | +244.6% | +144.6% |
| All | +179.4% | -64.9% | +244.2% | +144.6% |
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 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