+177.4%
AZN vs VXX
-99.0%
+276.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -0.1% |
| 7D | -1.6% | +2.0% | -3.5% | -1.3% |
| 30D | +1.1% | -7.1% | +8.1% | +0.4% |
| 3M | -12.1% | -28.6% | +16.5% | -14.9% |
| 6M | -17.1% | -44.0% | +26.8% | -21.3% |
| YTD | -12.0% | -31.7% | +19.8% | -14.3% |
| 1Y | -0.2% | -46.3% | +46.1% | -4.7% |
| 3Y | +26.8% | -78.3% | +105.0% | +16.7% |
| 5Y | +56.9% | -95.8% | +152.7% | +25.1% |
| All | +177.4% | -99.0% | +276.4% | +109.8% |
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