+930.0%
APH vs UVXY
-100.0%
+1,030.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.2% |
| 7D | +4.9% | -22.1% | +26.9% | +1.7% |
| 30D | -5.4% | +8.2% | -13.6% | -1.5% |
| 3M | -5.5% | -12.3% | +6.9% | -4.2% |
| 6M | +25.9% | -51.0% | +76.9% | +18.8% |
| YTD | +16.4% | -49.9% | +66.3% | +13.8% |
| 1Y | +16.5% | -67.7% | +84.2% | +7.7% |
| 3Y | +270.9% | -94.1% | +365.0% | +230.2% |
| 5Y | +289.5% | -99.5% | +389.0% | +187.5% |
| All | +930.0% | -100.0% | +1,030.0% | +466.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling