-99.8%
AMIX vs UVXY
-89.8%
-10.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.2% | -9.2% | -3.8% |
| 7D | -6.3% | +11.0% | -17.3% | -5.8% |
| 30D | -51.9% | -8.8% | -43.1% | -52.1% |
| 3M | -44.9% | -41.9% | -3.0% | -47.2% |
| 6M | -47.9% | -61.2% | +13.3% | -51.5% |
| YTD | -62.0% | -46.2% | -15.8% | -63.1% |
| 1Y | -82.0% | -65.2% | -16.8% | -82.9% |
| All | -99.8% | -89.8% | -10.0% | -99.8% |
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