-99.5%
AMC vs VXX
-95.6%
-3.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 6M | +119.6% | -44.0% | +163.6% | +91.8% |
| YTD | +57.7% | -31.7% | +89.4% | +48.0% |
| 1Y | -12.1% | -46.3% | +34.2% | -22.1% |
| 3Y | -66.5% | -78.3% | +11.8% | -73.1% |
| All | -99.5% | -95.6% | -3.9% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling