-70.5%
UVXY vs AFL
+18.6%
-89.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.0% | -15.1% | -14.5% |
| 7D | -6.3% | +2.9% | -9.2% | -7.5% |
| 30D | -2.7% | +11.5% | -14.2% | -6.6% |
| 3M | -29.9% | +0.6% | -30.6% | -30.3% |
| 6M | -56.5% | +11.7% | -68.2% | -57.2% |
| YTD | -54.8% | +15.4% | -70.2% | -54.8% |
| 1Y | -70.5% | +17.6% | -88.1% | -70.9% |
| All | -70.5% | +18.6% | -89.1% | -70.9% |
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