-97.5%
AMC vs UVXY
-100.0%
+2.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -1.8% |
| 7D | +8.4% | -26.5% | +35.0% | +5.2% |
| 30D | +9.2% | +8.8% | +0.3% | +13.1% |
| 3M | +32.0% | -14.7% | +46.7% | +33.6% |
| 6M | +149.3% | -51.5% | +200.7% | +139.7% |
| YTD | +114.1% | -51.7% | +165.8% | +111.1% |
| 1Y | +35.8% | -65.7% | +101.4% | +29.7% |
| 3Y | -58.3% | -94.4% | +36.1% | -62.0% |
| 5Y | -99.2% | -99.5% | +0.4% | -99.3% |
| 10Y | -98.8% | -100.0% | +1.2% | -99.2% |
| All | -97.5% | -100.0% | +2.5% | -98.7% |
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