-97.6%
AMC vs VXX
-99.0%
+1.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.1% |
| 7D | -0.8% | -3.0% | +2.2% | -1.3% |
| 30D | -1.2% | -11.5% | +10.3% | -3.3% |
| 3M | +42.2% | -27.3% | +69.6% | +34.7% |
| 6M | +118.8% | -49.6% | +168.4% | +96.2% |
| YTD | +64.1% | -32.0% | +96.1% | +57.2% |
| 1Y | -9.5% | -48.3% | +38.8% | -16.9% |
| 3Y | -64.3% | -78.9% | +14.5% | -68.4% |
| 5Y | -99.5% | -95.6% | -3.9% | -99.6% |
| All | -97.6% | -99.0% | +1.4% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling