-94.4%
UVXY vs AMBA
+23.3%
-117.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +5.3% | -25.5% | -16.1% |
| 7D | -5.6% | 0.0% | -5.5% | -2.2% |
| 30D | +12.8% | -8.6% | +21.4% | +10.4% |
| 3M | -14.8% | -29.0% | +14.1% | -30.7% |
| 6M | -49.0% | -19.2% | -29.8% | -50.4% |
| YTD | -48.8% | -13.0% | -35.8% | -40.9% |
| 1Y | -66.4% | -31.3% | -35.2% | -68.6% |
| 3Y | -94.4% | +28.1% | -122.6% | -81.6% |
| All | -94.4% | +23.3% | -117.7% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling