-79.7%
AMIX vs VXX
-51.1%
-28.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -13.7% | -3.5% | -10.2% | -13.2% |
| 30D | -62.1% | -13.6% | -48.5% | -61.1% |
| 3M | -46.2% | -24.6% | -21.6% | -44.5% |
| 6M | -46.4% | -39.9% | -6.6% | -46.1% |
| YTD | -60.3% | -33.1% | -27.2% | -59.1% |
| 1Y | -79.7% | -49.9% | -29.8% | -77.9% |
| All | -79.7% | -51.1% | -28.6% | -77.9% |
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