-50.2%
UVXY vs AMBA
-22.4%
-27.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +5.3% | -25.5% | -18.2% |
| 7D | -5.6% | 0.0% | -5.5% | -3.7% |
| 30D | +12.8% | -8.6% | +21.4% | +13.1% |
| 3M | -14.8% | -29.0% | +14.1% | -19.2% |
| All | -50.2% | -22.4% | -27.8% | -48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling