+53.6%
AMT vs VXX
-99.0%
+152.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | 0.0% |
| 7D | +1.5% | +1.6% | -0.1% | +1.6% |
| 30D | +3.7% | -9.5% | +13.2% | +2.8% |
| 3M | -7.2% | -27.3% | +20.1% | -10.0% |
| 6M | -4.2% | -43.3% | +39.1% | -8.9% |
| YTD | +1.9% | -30.9% | +32.7% | -0.8% |
| 1Y | -6.4% | -47.2% | +40.8% | -11.0% |
| 3Y | +7.7% | -78.5% | +86.2% | -2.5% |
| 5Y | -30.9% | -95.6% | +64.7% | -46.6% |
| All | +53.6% | -99.0% | +152.6% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling