+3,748.3%
AMD vs VXX
-99.0%
+3,847.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.9% |
| 7D | +2.6% | -3.5% | +6.1% | +1.3% |
| 30D | -0.9% | -13.6% | +12.7% | -5.9% |
| 3M | -8.7% | -24.6% | +15.9% | -15.5% |
| 6M | +136.3% | -39.9% | +176.2% | +107.1% |
| YTD | +123.0% | -33.1% | +156.1% | +106.2% |
| 1Y | +195.2% | -49.9% | +245.1% | +152.8% |
| 3Y | +336.3% | -79.1% | +415.4% | +249.7% |
| 5Y | +334.5% | -95.6% | +430.0% | +143.7% |
| All | +3,748.3% | -99.0% | +3,847.3% | +1,895.2% |
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