+831.8%
AMAT vs VXX
-99.0%
+930.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +4.5% |
| 7D | +7.0% | -3.0% | +10.0% | +5.8% |
| 30D | -12.2% | -11.5% | -0.7% | -15.8% |
| 3M | -3.8% | -27.3% | +23.5% | -12.2% |
| 6M | +45.9% | -49.6% | +95.5% | +20.5% |
| YTD | +84.6% | -32.0% | +116.7% | +72.0% |
| 1Y | +193.4% | -48.3% | +241.7% | +154.8% |
| 3Y | +228.1% | -78.9% | +306.9% | +166.3% |
| 5Y | +268.9% | -95.6% | +364.5% | +106.3% |
| All | +831.8% | -99.0% | +930.8% | +379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling