+2.1%
AWK vs VXX
-51.1%
+53.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.7% | -3.5% | +5.2% | +1.9% |
| 30D | +5.6% | -13.6% | +19.2% | +6.5% |
| 3M | +15.9% | -24.6% | +40.5% | +17.7% |
| 6M | +4.6% | -39.9% | +44.4% | +6.8% |
| YTD | +10.1% | -33.1% | +43.1% | +11.6% |
| 1Y | +2.1% | -49.9% | +52.0% | +3.5% |
| All | +2.1% | -51.1% | +53.2% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 1y: compounded portfolio wealth divided by compounded VXX 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…
1y analysis · Full analysis span regression · 6 months rolling