+147.7%
AMKR vs VXX
-78.4%
+226.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.7% | +2.7% |
| 7D | +8.3% | +2.0% | +6.3% | +9.3% |
| 30D | -6.8% | -7.1% | +0.3% | -9.2% |
| 3M | -31.9% | -28.6% | -3.3% | -39.2% |
| 6M | +18.4% | -44.0% | +62.3% | -1.0% |
| YTD | +31.7% | -31.7% | +63.4% | +21.7% |
| 1Y | +105.2% | -46.3% | +151.6% | +78.9% |
| 3Y | +147.7% | -78.3% | +226.0% | +112.0% |
| All | +147.7% | -78.4% | +226.1% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling