+96.7%
AWK vs VXX
-98.9%
+195.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.1% |
| 7D | -0.7% | +7.2% | -7.9% | -0.3% |
| 30D | +2.8% | -5.8% | +8.6% | +2.4% |
| 3M | +11.3% | -29.0% | +40.3% | +8.9% |
| 6M | +6.7% | -44.0% | +50.7% | +3.0% |
| YTD | +9.4% | -28.7% | +38.1% | +7.6% |
| 1Y | +3.7% | -45.2% | +48.9% | +0.4% |
| 3Y | +9.2% | -77.8% | +87.0% | +2.2% |
| 5Y | -15.7% | -95.6% | +79.9% | -30.1% |
| All | +96.7% | -98.9% | +195.6% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling