+7,765.4%
AMD vs UVXY
-100.0%
+7,865.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.7% | -12.4% | -7.9% |
| 7D | +18.9% | -22.1% | +41.0% | +13.6% |
| 30D | -6.4% | +8.2% | -14.6% | +1.5% |
| 3M | +10.6% | -12.3% | +22.9% | +15.0% |
| 6M | +19.9% | -51.0% | +70.9% | +12.4% |
| YTD | +149.4% | -49.9% | +199.3% | +147.7% |
| 1Y | +115.4% | -67.7% | +183.1% | +95.8% |
| 3Y | +357.3% | -94.1% | +451.4% | +289.1% |
| 5Y | +261.1% | -99.5% | +360.6% | +134.2% |
| All | +7,765.4% | -100.0% | +7,865.4% | +2,480.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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