-100.0%
UVXY vs ACM
+319.4%
-419.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | 0.0% |
| 7D | -5.0% | -3.7% | -1.2% | -11.5% |
| 30D | -20.5% | -11.1% | -9.4% | -38.7% |
| 3M | -36.6% | -8.0% | -28.6% | -47.6% |
| 6M | -56.9% | -29.7% | -27.3% | -79.1% |
| YTD | -51.2% | -29.4% | -21.8% | -75.6% |
| 1Y | -69.8% | -46.4% | -23.3% | -91.3% |
| 3Y | -95.1% | -22.3% | -72.7% | -95.6% |
| 5Y | -99.7% | +4.5% | -104.1% | -99.1% |
| 10Y | -100.0% | +127.6% | -227.6% | -100.0% |
| All | -100.0% | +319.4% | -419.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling