+262.0%
AMAT vs VXX
-95.6%
+357.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.2% |
| 7D | +6.9% | +1.6% | +5.4% | +7.5% |
| 30D | -10.1% | -9.5% | -0.7% | -13.0% |
| 3M | -6.0% | -27.3% | +21.3% | -13.9% |
| 6M | +38.6% | -43.3% | +82.0% | +19.3% |
| YTD | +83.1% | -30.9% | +114.0% | +71.6% |
| 1Y | +188.3% | -47.2% | +235.5% | +153.3% |
| 3Y | +225.3% | -78.5% | +303.8% | +169.1% |
| 5Y | +262.0% | -95.6% | +357.6% | +94.9% |
| All | +262.0% | -95.6% | +357.5% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling