-66.4%
UVXY vs ACM
-48.8%
-17.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -6.3% |
| 7D | +2.8% | -4.6% | +7.4% | +0.7% |
| 30D | -11.4% | +4.1% | -15.4% | -9.2% |
| 3M | -41.5% | -8.3% | -33.2% | -43.5% |
| 6M | -61.0% | -30.1% | -31.0% | -68.9% |
| YTD | -49.8% | -32.6% | -17.2% | -60.4% |
| 1Y | -66.4% | -49.6% | -16.9% | -77.9% |
| All | -66.4% | -48.8% | -17.6% | -77.9% |
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