+98.0%
AMKR vs VXX
-51.1%
+149.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +2.1% |
| 7D | 0.0% | -3.5% | +3.4% | -2.0% |
| 30D | -11.1% | -13.6% | +2.5% | -18.1% |
| 3M | -35.2% | -24.6% | -10.6% | -43.0% |
| 6M | +4.9% | -39.9% | +44.8% | -14.9% |
| YTD | +21.6% | -33.1% | +54.6% | +6.5% |
| 1Y | +98.0% | -49.9% | +148.0% | +64.4% |
| All | +98.0% | -51.1% | +149.1% | +64.4% |
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