+5,437.5%
AMAT vs UVXY
-100.0%
+5,537.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.4% |
| 7D | -1.5% | -5.0% | +3.5% | -2.3% |
| 30D | -14.8% | -20.5% | +5.7% | -18.0% |
| 3M | -9.3% | -36.6% | +27.3% | -14.3% |
| 6M | +27.4% | -56.9% | +84.3% | +15.8% |
| YTD | +77.6% | -51.2% | +128.8% | +67.3% |
| 1Y | +188.9% | -69.8% | +258.7% | +157.0% |
| 3Y | +202.3% | -95.1% | +297.3% | +156.0% |
| 5Y | +248.9% | -99.7% | +348.6% | +134.0% |
| 10Y | +1,585.2% | -100.0% | +1,685.2% | +727.8% |
| All | +5,437.5% | -100.0% | +5,537.5% | +1,037.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling