+604.9%
ATI vs UVXY
-100.0%
+704.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | +0.1% |
| 7D | +2.4% | +2.3% | +0.1% | +2.9% |
| 30D | -9.5% | -15.0% | +5.5% | -12.0% |
| 3M | +10.4% | -39.8% | +50.2% | +2.0% |
| 6M | +31.8% | -60.0% | +91.8% | +15.9% |
| YTD | +80.0% | -48.8% | +128.8% | +68.7% |
| 1Y | +175.8% | -67.3% | +243.1% | +143.8% |
| 3Y | +364.2% | -94.8% | +459.1% | +278.6% |
| 5Y | +1,076.9% | -99.7% | +1,176.5% | +609.4% |
| 10Y | +1,178.1% | -100.0% | +1,278.1% | +366.8% |
| All | +604.9% | -100.0% | +704.9% | -39.4% |
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