+165.0%
AMAT vs UVXY
-94.0%
+259.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -20.2% | +31.6% | +6.6% |
| 7D | -1.1% | -5.6% | +4.5% | +1.5% |
| 30D | -26.9% | +12.8% | -39.7% | -20.9% |
| 3M | -31.2% | -14.8% | -16.3% | -29.9% |
| 6M | -14.7% | -49.0% | +34.3% | -20.1% |
| YTD | +44.7% | -48.8% | +93.5% | +42.3% |
| 1Y | +62.0% | -66.4% | +128.4% | +47.7% |
| 3Y | +165.0% | -94.4% | +259.4% | +134.3% |
| All | +165.0% | -94.0% | +259.0% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling