-100.0%
UVXY vs AMBA
+799.6%
-899.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -2.4% |
| 7D | -3.3% | -2.6% | -0.7% | -1.9% |
| 30D | +12.0% | -10.5% | +22.5% | +7.3% |
| 3M | -15.5% | -26.4% | +10.9% | -30.3% |
| 6M | -49.4% | -20.9% | -28.5% | -52.2% |
| YTD | -49.1% | -14.8% | -34.3% | -44.2% |
| 1Y | -63.7% | -36.1% | -27.6% | -68.2% |
| 3Y | -94.1% | +20.2% | -114.3% | -83.6% |
| 5Y | -99.6% | -67.2% | -32.3% | -99.2% |
| 10Y | -100.0% | +5.0% | -105.0% | -100.0% |
| All | -100.0% | +799.6% | -899.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling