+4,059.0%
AMD vs VXX
-99.0%
+4,158.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +0.9% |
| 7D | +8.1% | +2.0% | +6.1% | +8.9% |
| 30D | +6.9% | -7.1% | +14.0% | +4.3% |
| 3M | +5.7% | -28.6% | +34.3% | -4.7% |
| 6M | +152.0% | -44.0% | +196.0% | +113.9% |
| YTD | +141.0% | -31.7% | +172.7% | +124.6% |
| 1Y | +231.6% | -46.3% | +277.9% | +191.1% |
| 3Y | +390.1% | -78.3% | +468.3% | +298.8% |
| 5Y | +390.6% | -95.8% | +486.4% | +169.6% |
| All | +4,059.0% | -99.0% | +4,158.0% | +2,072.9% |
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