-98.1%
AMC vs UVXY
-100.0%
+1.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.4% |
| 7D | +2.3% | -5.0% | +7.3% | +1.8% |
| 30D | -0.7% | -20.5% | +19.8% | -3.1% |
| 3M | +35.2% | -36.6% | +71.8% | +29.9% |
| 6M | +124.6% | -56.9% | +181.5% | +110.6% |
| YTD | +69.9% | -51.2% | +121.1% | +63.0% |
| 1Y | -2.6% | -69.8% | +67.2% | -10.1% |
| 3Y | -79.8% | -95.1% | +15.3% | -82.0% |
| 5Y | -99.4% | -99.7% | +0.3% | -99.5% |
| 10Y | -98.9% | -100.0% | +1.1% | -99.3% |
| All | -98.1% | -100.0% | +1.9% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling