-12.1%
AMC vs VXX
-46.7%
+34.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.5% | +3.0% |
| 7D | -7.2% | +2.0% | -9.1% | -6.5% |
| 30D | -2.8% | -7.1% | +4.3% | -4.5% |
| 3M | +7.9% | -28.6% | +36.5% | -0.5% |
| 6M | +119.6% | -44.0% | +163.6% | +93.0% |
| YTD | +57.7% | -31.7% | +89.4% | +46.3% |
| 1Y | -12.1% | -46.3% | +34.2% | -21.8% |
| All | -12.1% | -46.7% | +34.6% | -21.8% |
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