-46.4%
AMIX vs VXX
-41.5%
-4.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | -13.7% | -3.5% | -10.2% | -12.0% |
| 30D | -62.1% | -13.6% | -48.5% | -58.8% |
| 3M | -46.2% | -24.6% | -21.6% | -38.9% |
| 6M | -46.4% | -39.9% | -6.6% | -41.0% |
| All | -46.4% | -41.5% | -4.9% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling