+216.5%
AZN vs UVXY
-100.0%
+316.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | -0.1% |
| 7D | -1.6% | +2.8% | -4.4% | -1.4% |
| 30D | +1.1% | -11.4% | +12.4% | +0.3% |
| 3M | -12.1% | -41.5% | +29.4% | -14.9% |
| 6M | -17.1% | -61.0% | +43.9% | -21.3% |
| YTD | -12.0% | -49.8% | +37.9% | -14.4% |
| 1Y | -0.2% | -66.4% | +66.2% | -4.8% |
| 3Y | +26.8% | -94.8% | +121.5% | +16.0% |
| 5Y | +56.9% | -99.7% | +156.6% | +25.9% |
| All | +216.5% | -100.0% | +316.5% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling