-64.3%
AMC vs UVXY
-95.1%
+30.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.3% | -5.7% | -3.0% |
| 7D | -0.8% | -4.7% | +4.0% | -1.5% |
| 30D | -1.2% | -17.1% | +15.9% | -3.7% |
| 3M | +42.2% | -39.9% | +82.2% | +33.1% |
| 6M | +118.8% | -66.9% | +185.7% | +91.8% |
| YTD | +64.1% | -50.1% | +114.2% | +55.1% |
| 1Y | -9.5% | -68.3% | +58.8% | -18.6% |
| 3Y | -64.3% | -95.0% | +30.6% | -71.2% |
| All | -64.3% | -95.1% | +30.7% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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