+61.4%
AMAT vs VXX
-51.0%
+112.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.6% | +6.4% | -8.3% |
| 7D | -11.2% | -4.1% | -7.1% | -12.5% |
| 30D | -31.9% | -0.8% | -31.1% | -31.1% |
| 3M | -32.3% | -19.8% | -12.6% | -38.7% |
| 6M | -5.4% | -40.5% | +35.1% | -22.8% |
| YTD | +44.3% | -35.5% | +79.8% | +28.5% |
| 1Y | +61.4% | -51.1% | +112.5% | +24.9% |
| All | +61.4% | -51.0% | +112.4% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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