-97.7%
AMC vs VXX
-99.0%
+1.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.5% | +3.4% |
| 7D | -7.2% | +2.0% | -9.1% | -6.7% |
| 30D | -2.8% | -7.1% | +4.3% | -3.9% |
| 3M | +7.9% | -28.6% | +36.5% | +1.9% |
| 6M | +119.6% | -44.0% | +163.6% | +100.9% |
| YTD | +57.7% | -31.7% | +89.4% | +51.4% |
| 1Y | -12.1% | -46.3% | +34.2% | -18.6% |
| 3Y | -66.5% | -78.3% | +11.8% | -70.2% |
| 5Y | -99.5% | -95.8% | -3.7% | -99.6% |
| All | -97.7% | -99.0% | +1.3% | -98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling