+378.2%
AMD vs VXX
-77.4%
+455.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.2% | -6.5% | -2.3% |
| 7D | +10.4% | +7.2% | +3.2% | +13.1% |
| 30D | +6.2% | -5.8% | +12.0% | +4.1% |
| 3M | +11.3% | -29.0% | +40.3% | +0.8% |
| 6M | +147.8% | -44.0% | +191.8% | +112.4% |
| YTD | +135.2% | -28.7% | +163.8% | +122.5% |
| 1Y | +215.7% | -45.2% | +260.8% | +181.3% |
| All | +378.2% | -77.4% | +455.6% | +308.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling