+18.3%
APA vs VXX
-99.0%
+117.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.2% | +3.5% |
| 7D | +0.3% | +1.6% | -1.2% | +0.8% |
| 30D | +9.3% | -9.5% | +18.8% | +6.0% |
| 3M | +23.3% | -27.3% | +50.6% | +11.6% |
| 6M | +39.5% | -43.3% | +82.8% | +16.7% |
| YTD | +87.6% | -30.9% | +118.5% | +69.3% |
| 1Y | +114.2% | -47.2% | +161.4% | +79.1% |
| 3Y | +13.6% | -78.5% | +92.1% | -15.1% |
| 5Y | +175.6% | -95.6% | +271.2% | +34.5% |
| All | +18.3% | -99.0% | +117.3% | -46.3% |
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 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