-95.0%
UVXY vs ABCL
+105.4%
-200.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -4.7% | +1.4% | -6.1% | -4.2% |
| 30D | -17.1% | +65.1% | -82.1% | +3.6% |
| 3M | -39.9% | +111.1% | -151.0% | -14.3% |
| 6M | -66.9% | +231.6% | -298.4% | -38.3% |
| YTD | -50.1% | +234.5% | -284.6% | -2.7% |
| 1Y | -68.3% | +174.3% | -242.7% | -40.8% |
| 3Y | -95.0% | +111.5% | -206.4% | -87.8% |
| All | -95.0% | +105.4% | -200.3% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling