-69.8%
UVXY vs AFL
+11.7%
-81.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -5.0% | +0.6% | -5.6% | -5.0% |
| 30D | -20.5% | -6.2% | -14.4% | -20.4% |
| 3M | -36.6% | +2.2% | -38.8% | -35.7% |
| 6M | -56.9% | +5.3% | -62.2% | -54.3% |
| YTD | -51.2% | +8.0% | -59.2% | -47.5% |
| 1Y | -69.8% | +10.2% | -80.0% | -65.3% |
| All | -69.8% | +11.7% | -81.5% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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