-100.0%
UVXY vs AMBA
+818.6%
-918.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +5.3% | -25.5% | -15.9% |
| 7D | -5.6% | 0.0% | -5.5% | -2.1% |
| 30D | +12.8% | -8.6% | +21.4% | +10.0% |
| 3M | -14.8% | -29.0% | +14.1% | -31.7% |
| 6M | -49.0% | -19.2% | -29.8% | -51.0% |
| YTD | -48.8% | -13.0% | -35.8% | -42.8% |
| 1Y | -66.4% | -31.3% | -35.2% | -68.6% |
| 3Y | -94.4% | +28.1% | -122.6% | -83.7% |
| 5Y | -99.5% | -69.4% | -30.1% | -99.2% |
| 10Y | -100.0% | +7.6% | -107.6% | -100.0% |
| All | -100.0% | +818.6% | -918.6% | -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