-100.0%
UVXY vs AMCR
+93.5%
-193.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.2% | -8.5% |
| 7D | +2.8% | -6.3% | +9.1% | -4.0% |
| 30D | -11.4% | -7.8% | -3.6% | -18.6% |
| 3M | -41.5% | +7.5% | -49.0% | -35.9% |
| 6M | -61.0% | +2.7% | -63.7% | -57.3% |
| YTD | -49.8% | +6.0% | -55.9% | -42.6% |
| 1Y | -66.4% | +7.8% | -74.2% | -60.9% |
| 3Y | -94.8% | +5.8% | -100.6% | -92.9% |
| 5Y | -99.7% | -11.6% | -88.1% | -99.6% |
| 10Y | -100.0% | +14.6% | -114.6% | -100.0% |
| All | -100.0% | +93.5% | -193.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling