-99.8%
AMIX vs VXX
-68.5%
-31.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.1% |
| 7D | +1.6% | +1.6% | 0.0% | +1.7% |
| 30D | -50.8% | -9.5% | -41.4% | -51.2% |
| 3M | -46.3% | -27.3% | -19.0% | -48.1% |
| 6M | -49.9% | -43.3% | -6.5% | -52.9% |
| YTD | -60.4% | -30.9% | -29.6% | -61.5% |
| 1Y | -81.7% | -47.2% | -34.5% | -82.7% |
| All | -99.8% | -68.5% | -31.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling