-70.5%
UVXY vs AMCR
+32.3%
-102.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +3.3% | -17.4% | -11.8% |
| 7D | -6.3% | +6.2% | -12.5% | -1.6% |
| 30D | -2.7% | +16.0% | -18.7% | +9.0% |
| 3M | -29.9% | +4.4% | -34.3% | -27.4% |
| 6M | -56.5% | +35.5% | -92.0% | -42.8% |
| YTD | -54.8% | +21.5% | -76.3% | -44.1% |
| 1Y | -70.5% | +30.7% | -101.3% | -62.9% |
| All | -70.5% | +32.3% | -102.8% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling