+177.2%
APA vs UVXY
-99.6%
+276.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | +0.1% |
| 7D | +0.8% | +11.0% | -10.2% | +2.4% |
| 30D | +9.6% | -8.8% | +18.4% | +8.2% |
| 3M | +18.0% | -41.9% | +59.9% | +8.8% |
| 6M | +41.9% | -61.2% | +103.1% | +23.3% |
| YTD | +86.3% | -46.2% | +132.5% | +74.2% |
| 1Y | +97.9% | -65.2% | +163.1% | +74.2% |
| 3Y | +12.8% | -94.6% | +107.4% | -11.3% |
| 5Y | +177.2% | -99.7% | +276.9% | +38.5% |
| All | +177.2% | -99.6% | +276.8% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling