+172.4%
APTV vs UVXY
-100.0%
+272.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -2.3% |
| 7D | -1.2% | +2.3% | -3.4% | -0.7% |
| 30D | -10.6% | -15.0% | +4.4% | -12.8% |
| 3M | -35.0% | -39.8% | +4.8% | -39.4% |
| 6M | -38.9% | -60.0% | +21.1% | -45.6% |
| YTD | -41.5% | -48.8% | +7.3% | -44.8% |
| 1Y | -45.8% | -67.3% | +21.5% | -51.6% |
| 3Y | -55.7% | -94.8% | +39.1% | -63.3% |
| 5Y | -70.1% | -99.7% | +29.6% | -80.5% |
| 10Y | -19.1% | -100.0% | +80.9% | -63.6% |
| All | +172.4% | -100.0% | +272.4% | -42.8% |
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