+3,461.3%
APH vs UVXY
-100.0%
+3,561.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.0% |
| 7D | -5.0% | -3.3% | -1.7% | -3.6% |
| 30D | -8.4% | +12.0% | -20.4% | -4.6% |
| 3M | -4.5% | -15.5% | +11.0% | -3.8% |
| 6M | +25.3% | -49.4% | +74.6% | +19.6% |
| YTD | +18.9% | -49.1% | +68.0% | +17.0% |
| 1Y | +11.9% | -63.7% | +75.6% | +6.2% |
| 3Y | +278.0% | -94.1% | +372.1% | +242.5% |
| 5Y | +306.4% | -99.6% | +406.0% | +211.4% |
| 10Y | +955.2% | -100.0% | +1,055.2% | +483.5% |
| All | +3,461.3% | -100.0% | +3,561.3% | +671.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling