-100.0%
UVXY vs AJG
+1,212.4%
-1,312.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.5% | -9.8% |
| 7D | +2.8% | -8.3% | +11.1% | -16.8% |
| 30D | -11.4% | -5.7% | -5.7% | -23.8% |
| 3M | -41.5% | +9.1% | -50.6% | -33.1% |
| 6M | -61.0% | +15.2% | -76.3% | -49.9% |
| YTD | -49.8% | -6.3% | -43.6% | -66.4% |
| 1Y | -66.4% | -19.1% | -47.3% | -85.6% |
| 3Y | -94.8% | +8.2% | -103.0% | -94.2% |
| 5Y | -99.7% | +75.6% | -175.3% | -97.7% |
| 10Y | -100.0% | +471.1% | -571.1% | -99.3% |
| All | -100.0% | +1,212.4% | -1,312.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling