-91.1%
AMIX vs VXX
-43.9%
-47.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.8% |
| 7D | -9.9% | -14.7% | +4.8% | -8.3% |
| 30D | -52.8% | +8.9% | -61.7% | -54.5% |
| 3M | -80.0% | -4.5% | -75.5% | -79.9% |
| 6M | -80.2% | -34.0% | -46.3% | -79.1% |
| YTD | -88.1% | -29.2% | -58.9% | -88.4% |
| 1Y | -91.1% | -46.8% | -44.2% | -87.1% |
| All | -91.1% | -43.9% | -47.2% | -87.1% |
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