-100.0%
UVXY vs AMBA
+2.6%
-102.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.4% | -5.9% | +9.6% |
| 7D | +2.3% | +2.5% | -0.2% | +4.1% |
| 30D | -15.0% | -16.1% | +1.1% | -26.8% |
| 3M | -39.8% | +4.6% | -44.5% | -33.2% |
| 6M | -60.0% | +29.2% | -89.2% | -43.7% |
| YTD | -48.8% | -2.9% | -46.0% | -40.9% |
| 1Y | -67.3% | -18.7% | -48.6% | -65.7% |
| 3Y | -94.8% | +14.9% | -109.7% | -85.9% |
| 5Y | -99.7% | -53.0% | -46.7% | -99.2% |
| 10Y | -100.0% | +8.3% | -108.3% | -100.0% |
| All | -100.0% | +2.6% | -102.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling