+106.2%
AMT vs UVXY
-100.0%
+206.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.8% | +9.6% | +2.4% |
| 7D | +1.1% | +2.8% | -1.7% | +1.3% |
| 30D | +4.4% | -11.4% | +15.7% | +3.7% |
| 3M | -5.2% | -41.5% | +36.4% | -8.0% |
| 6M | -0.8% | -61.0% | +60.2% | -5.6% |
| YTD | +3.3% | -49.8% | +53.1% | +0.5% |
| 1Y | -6.0% | -66.4% | +60.4% | -10.3% |
| 3Y | +9.6% | -94.8% | +104.4% | -0.6% |
| 5Y | -29.2% | -99.7% | +70.5% | -44.2% |
| All | +106.2% | -100.0% | +206.2% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling