-89.4%
UVXY vs AMDL
+131.0%
-220.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.0% | -3.5% | +4.9% |
| 7D | +2.3% | +29.0% | -26.7% | +13.0% |
| 30D | -15.0% | +19.1% | -34.1% | -8.1% |
| 3M | -39.8% | +1.8% | -41.6% | -31.9% |
| 6M | -60.0% | +374.4% | -434.4% | +3.5% |
| YTD | -48.8% | +278.9% | -327.8% | +33.4% |
| 1Y | -67.3% | +510.6% | -577.9% | +25.0% |
| All | -89.4% | +131.0% | -220.4% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling