-100.0%
UVXY vs ACM
+134.0%
-234.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -5.0% |
| 7D | +2.8% | -4.6% | +7.4% | -4.9% |
| 30D | -11.4% | +4.1% | -15.4% | -5.0% |
| 3M | -41.5% | -8.3% | -33.2% | -51.2% |
| 6M | -61.0% | -30.1% | -31.0% | -80.3% |
| YTD | -49.8% | -32.6% | -17.2% | -75.6% |
| 1Y | -66.4% | -49.6% | -16.9% | -90.6% |
| 3Y | -94.8% | -23.0% | -71.7% | -95.1% |
| 5Y | -99.7% | +2.0% | -101.7% | -99.3% |
| All | -100.0% | +134.0% | -234.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling