-70.5%
UVXY vs ACM
-46.6%
-24.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +2.9% | -17.1% | -12.9% |
| 7D | -6.3% | +9.5% | -15.8% | -2.4% |
| 30D | -2.7% | +14.7% | -17.4% | +3.2% |
| 3M | -29.9% | -9.5% | -20.4% | -33.4% |
| 6M | -56.5% | -18.0% | -38.4% | -61.5% |
| YTD | -54.8% | -27.3% | -27.5% | -62.3% |
| 1Y | -70.5% | -47.0% | -23.5% | -78.0% |
| All | -70.5% | -46.6% | -24.0% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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