-16.3%
AWK vs VXX
-95.6%
+79.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.7% |
| 7D | -2.1% | +2.0% | -4.1% | -2.1% |
| 30D | +2.1% | -7.1% | +9.1% | +1.8% |
| 3M | +11.4% | -28.6% | +40.0% | +10.1% |
| 6M | +3.9% | -44.0% | +47.9% | +1.9% |
| YTD | +7.7% | -31.7% | +39.4% | +6.7% |
| 1Y | +1.3% | -46.3% | +47.6% | -0.6% |
| 3Y | +7.2% | -78.3% | +85.4% | +1.9% |
| All | -16.3% | -95.6% | +79.4% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling