-11.1%
AXP vs UVXY
-65.0%
+53.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +1.2% |
| 7D | -0.1% | -22.1% | +21.9% | -2.8% |
| 30D | +4.4% | +8.2% | -3.7% | +7.6% |
| 3M | -6.4% | -12.3% | +5.9% | -6.5% |
| 6M | +4.2% | -51.0% | +55.1% | -4.2% |
| YTD | -12.4% | -49.9% | +37.6% | -14.9% |
| 1Y | -11.1% | -67.7% | +56.6% | -20.8% |
| All | -11.1% | -65.0% | +53.9% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling