+799.7%
AMAT vs VXX
-99.0%
+898.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -0.9% |
| 7D | +0.4% | +2.0% | -1.6% | +1.1% |
| 30D | -16.6% | -7.1% | -9.5% | -18.7% |
| 3M | -17.3% | -28.6% | +11.3% | -25.1% |
| 6M | +30.3% | -44.0% | +74.3% | +11.3% |
| YTD | +78.3% | -31.7% | +110.0% | +66.4% |
| 1Y | +169.8% | -46.3% | +216.1% | +137.4% |
| 3Y | +218.5% | -78.3% | +296.8% | +161.3% |
| 5Y | +247.7% | -95.8% | +343.5% | +90.9% |
| All | +799.7% | -99.0% | +898.7% | +364.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling