+153.3%
AMAT vs VXX
-76.7%
+230.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -1.9% |
| 7D | +11.4% | -14.7% | +26.0% | +6.3% |
| 30D | -17.0% | +8.9% | -25.9% | -10.9% |
| 3M | -30.6% | -4.5% | -26.1% | -28.5% |
| 6M | -14.9% | -34.0% | +19.0% | -20.5% |
| YTD | +44.7% | -29.2% | +73.9% | +42.9% |
| 1Y | +66.9% | -46.8% | +113.7% | +52.1% |
| 3Y | +153.3% | -76.2% | +229.5% | +143.9% |
| All | +153.3% | -76.7% | +230.0% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling