-14.9%
AMAT vs VXX
-32.9%
+17.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -1.3% |
| 7D | +11.4% | -14.7% | +26.0% | +2.7% |
| 30D | -17.0% | +8.9% | -25.9% | -6.8% |
| 3M | -30.6% | -4.5% | -26.1% | -30.4% |
| 6M | -14.9% | -34.0% | +19.0% | -35.5% |
| All | -14.9% | -32.9% | +17.9% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling