+3,581.6%
APH vs UVXY
-100.0%
+3,681.6%
-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% | -5.0% | +9.9% | +4.3% |
| 30D | -3.9% | -20.5% | +16.7% | -6.6% |
| 3M | +13.0% | -36.6% | +49.5% | +7.7% |
| 6M | +25.2% | -56.9% | +82.1% | +16.0% |
| YTD | +22.9% | -51.2% | +74.1% | +17.0% |
| 1Y | +47.8% | -69.8% | +117.6% | +34.7% |
| 3Y | +283.0% | -95.1% | +378.1% | +235.2% |
| 5Y | +349.7% | -99.7% | +449.3% | +227.0% |
| 10Y | +1,061.2% | -100.0% | +1,161.2% | +518.9% |
| All | +3,581.6% | -100.0% | +3,681.6% | +671.3% |
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