-100.0%
UVXY vs ACM
+346.5%
-446.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +4.7% |
| 7D | -22.1% | +5.6% | -27.7% | -12.0% |
| 30D | +8.2% | +20.8% | -12.6% | +59.5% |
| 3M | -12.3% | +11.4% | -23.7% | +10.9% |
| 6M | -51.0% | +0.9% | -51.9% | -50.5% |
| YTD | -49.9% | -24.8% | -25.1% | -70.9% |
| 1Y | -67.7% | -46.4% | -21.3% | -90.6% |
| 3Y | -94.1% | -9.2% | -84.9% | -92.9% |
| 5Y | -99.5% | +5.0% | -104.5% | -98.8% |
| 10Y | -100.0% | +130.6% | -230.6% | -100.0% |
| All | -100.0% | +346.5% | -446.5% | -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