+158.5%
AMGN vs VXX
-99.0%
+257.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -1.9% |
| 7D | -13.7% | +2.0% | -15.7% | -13.4% |
| 30D | -8.8% | -7.1% | -1.7% | -9.6% |
| 3M | +7.2% | -28.6% | +35.8% | +3.1% |
| 6M | +1.3% | -44.0% | +45.3% | -5.0% |
| YTD | +17.6% | -31.7% | +49.4% | +13.9% |
| 1Y | +37.2% | -46.3% | +83.5% | +29.6% |
| 3Y | +57.7% | -78.3% | +136.0% | +42.4% |
| 5Y | +106.3% | -95.8% | +202.1% | +55.0% |
| All | +158.5% | -99.0% | +257.4% | +87.3% |
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