+55.7%
AMT vs VXX
-99.0%
+154.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +2.4% |
| 7D | +1.1% | +2.0% | -0.8% | +1.4% |
| 30D | +4.4% | -7.1% | +11.4% | +3.7% |
| 3M | -5.2% | -28.6% | +23.5% | -8.2% |
| 6M | -0.8% | -44.0% | +43.2% | -5.9% |
| YTD | +3.3% | -31.7% | +35.0% | +0.4% |
| 1Y | -6.0% | -46.3% | +40.3% | -10.5% |
| 3Y | +9.6% | -78.3% | +87.9% | -0.6% |
| 5Y | -29.2% | -95.8% | +66.6% | -45.7% |
| All | +55.7% | -99.0% | +154.7% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling