+400.2%
AMT vs UVXY
-100.0%
+500.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +1.2% |
| 7D | +1.5% | -22.1% | +23.6% | +0.1% |
| 30D | +6.8% | +8.2% | -1.4% | +8.3% |
| 3M | +11.2% | -12.3% | +23.5% | +11.4% |
| 6M | +12.5% | -51.0% | +63.5% | +8.6% |
| YTD | +12.5% | -49.9% | +62.4% | +10.2% |
| 1Y | +10.1% | -67.7% | +77.8% | +4.9% |
| 3Y | +16.0% | -94.1% | +110.1% | +5.8% |
| 5Y | -17.2% | -99.5% | +82.4% | -32.2% |
| 10Y | +135.2% | -100.0% | +235.2% | +49.5% |
| All | +400.2% | -100.0% | +500.2% | +95.2% |
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