+559.8%
AWK vs UVXY
-100.0%
+659.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | +0.1% |
| 7D | +0.6% | +2.3% | -1.7% | +0.7% |
| 30D | +4.3% | -15.0% | +19.3% | +3.6% |
| 3M | +12.5% | -39.8% | +52.4% | +10.3% |
| 6M | +3.3% | -60.0% | +63.3% | -0.2% |
| YTD | +9.8% | -48.8% | +58.6% | +7.6% |
| 1Y | +2.9% | -67.3% | +70.2% | -0.7% |
| 3Y | +9.6% | -94.8% | +104.4% | +2.2% |
| 5Y | -16.7% | -99.7% | +83.0% | -29.1% |
| 10Y | +136.1% | -100.0% | +236.1% | +69.5% |
| All | +559.8% | -100.0% | +659.8% | +232.9% |
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