+1,131.4%
AMKR vs UVXY
-100.0%
+1,231.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.8% | +11.2% | +3.2% |
| 7D | +8.3% | +2.8% | +5.5% | +9.0% |
| 30D | -6.8% | -11.4% | +4.6% | -8.6% |
| 3M | -31.9% | -41.5% | +9.6% | -37.3% |
| 6M | +18.4% | -61.0% | +79.4% | +3.8% |
| YTD | +31.7% | -49.8% | +81.5% | +24.6% |
| 1Y | +105.2% | -66.4% | +171.7% | +85.7% |
| 3Y | +147.7% | -94.8% | +242.5% | +113.9% |
| 5Y | +99.4% | -99.7% | +199.1% | +31.1% |
| 10Y | +539.7% | -100.0% | +639.7% | +194.8% |
| All | +1,131.4% | -100.0% | +1,231.4% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling