+128.5%
AWK vs UVXY
-100.0%
+228.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.2% | -1.8% |
| 7D | -2.1% | +2.8% | -4.9% | -2.0% |
| 30D | +2.1% | -11.4% | +13.4% | +1.6% |
| 3M | +11.4% | -41.5% | +52.9% | +9.1% |
| 6M | +3.9% | -61.0% | +65.0% | +0.4% |
| YTD | +7.7% | -49.8% | +57.5% | +5.6% |
| 1Y | +1.3% | -66.4% | +67.7% | -2.0% |
| 3Y | +7.2% | -94.8% | +101.9% | -0.1% |
| 5Y | -17.0% | -99.7% | +82.7% | -30.5% |
| All | +128.5% | -100.0% | +228.5% | +60.7% |
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