-2.6%
AMC vs VXX
-51.1%
+48.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.5% |
| 7D | +2.3% | -3.5% | +5.8% | +1.3% |
| 30D | -0.7% | -13.6% | +12.9% | -4.5% |
| 3M | +35.2% | -24.6% | +59.8% | +26.7% |
| 6M | +124.6% | -39.9% | +164.4% | +100.8% |
| YTD | +69.9% | -33.1% | +102.9% | +56.6% |
| 1Y | -2.6% | -49.9% | +47.3% | -12.8% |
| All | -2.6% | -51.1% | +48.5% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling