+66.0%
AMAT vs UVXY
-64.9%
+131.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.0% | -2.1% |
| 7D | +19.3% | -26.5% | +45.8% | +9.4% |
| 30D | -17.9% | +8.8% | -26.8% | -9.5% |
| 3M | -30.4% | -14.7% | -15.8% | -29.0% |
| 6M | -11.4% | -51.5% | +40.0% | -21.1% |
| YTD | +48.8% | -51.7% | +100.5% | +42.2% |
| 1Y | +66.0% | -65.7% | +131.7% | +43.1% |
| All | +66.0% | -64.9% | +131.0% | +43.1% |
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