-69.8%
UVXY vs AJG
-12.9%
-56.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -5.0% | -1.8% | -3.2% | -4.8% |
| 30D | -20.5% | +4.6% | -25.2% | -20.8% |
| 3M | -36.6% | +24.9% | -61.5% | -36.0% |
| 6M | -56.9% | +17.2% | -74.1% | -56.2% |
| YTD | -51.2% | +2.2% | -53.4% | -52.1% |
| 1Y | -69.8% | -11.5% | -58.3% | -73.5% |
| All | -69.8% | -12.9% | -56.9% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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