+65.7%
AMGN vs VXX
-51.0%
+116.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.6% | +13.4% | +2.5% |
| 7D | +5.9% | -4.1% | +10.0% | +5.4% |
| 30D | +18.7% | -0.8% | +19.5% | +18.8% |
| 3M | +23.4% | -19.8% | +43.2% | +20.2% |
| 6M | +49.7% | -40.5% | +90.2% | +40.2% |
| YTD | +49.2% | -35.5% | +84.7% | +42.1% |
| 1Y | +65.7% | -51.1% | +116.8% | +51.7% |
| All | +65.7% | -51.0% | +116.8% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling