+195.5%
AMGN vs UVXY
-100.0%
+295.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.8% | +5.4% | -1.9% |
| 7D | -13.7% | +2.8% | -16.5% | -13.5% |
| 30D | -8.8% | -11.4% | +2.6% | -9.6% |
| 3M | +7.2% | -41.5% | +48.7% | +3.1% |
| 6M | +1.3% | -61.0% | +62.3% | -4.9% |
| YTD | +17.6% | -49.8% | +67.5% | +13.8% |
| 1Y | +37.2% | -66.4% | +103.6% | +29.6% |
| 3Y | +57.7% | -94.8% | +152.5% | +41.5% |
| 5Y | +106.3% | -99.7% | +206.0% | +56.6% |
| All | +195.5% | -100.0% | +295.5% | +66.2% |
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