-100.0%
UVXY vs AFL
+903.9%
-1,003.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -5.1% |
| 7D | +2.8% | -1.6% | +4.4% | -0.9% |
| 30D | -11.4% | -4.0% | -7.3% | -20.0% |
| 3M | -41.5% | -0.5% | -41.0% | -43.7% |
| 6M | -61.0% | +6.5% | -67.6% | -55.9% |
| YTD | -49.8% | +6.2% | -56.0% | -44.9% |
| 1Y | -66.4% | +8.3% | -74.7% | -61.3% |
| 3Y | -94.8% | +62.5% | -157.3% | -80.1% |
| 5Y | -99.7% | +136.2% | -235.9% | -95.7% |
| 10Y | -100.0% | +301.4% | -401.4% | -99.9% |
| All | -100.0% | +903.9% | -1,003.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling