-100.0%
UVXY vs ACGL
+989.5%
-1,089.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +4.3% |
| 7D | -22.1% | +2.2% | -24.2% | -18.6% |
| 30D | +8.2% | +12.3% | -4.1% | +33.1% |
| 3M | -12.3% | +11.8% | -24.1% | +6.1% |
| 6M | -51.0% | +17.5% | -68.5% | -37.6% |
| YTD | -49.9% | +14.3% | -64.2% | -40.6% |
| 1Y | -67.7% | +18.2% | -85.9% | -59.1% |
| 3Y | -94.1% | +33.2% | -127.3% | -88.9% |
| 5Y | -99.5% | +174.3% | -273.8% | -94.1% |
| 10Y | -100.0% | +326.3% | -426.3% | -100.0% |
| All | -100.0% | +989.5% | -1,089.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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