+107.2%
APA vs VXX
-51.0%
+158.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.6% | +2.8% | -5.0% |
| 7D | -13.0% | -4.1% | -8.8% | -12.2% |
| 30D | +2.0% | -0.8% | +2.8% | +2.2% |
| 3M | +24.9% | -19.8% | +44.7% | +29.5% |
| 6M | +7.2% | -40.5% | +47.7% | +16.0% |
| YTD | +87.1% | -35.5% | +122.6% | +107.1% |
| 1Y | +107.2% | -51.1% | +158.3% | +131.6% |
| All | +107.2% | -51.0% | +158.2% | +131.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling