-88.9%
UVXY vs AMDL
+115.6%
-204.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.7% | +11.8% | +2.6% |
| 7D | +11.0% | +20.7% | -9.7% | +19.8% |
| 30D | -8.8% | +9.4% | -18.2% | -4.4% |
| 3M | -41.9% | +5.6% | -47.5% | -33.3% |
| 6M | -61.2% | +340.3% | -401.5% | -2.2% |
| YTD | -46.2% | +253.6% | -299.8% | +36.8% |
| 1Y | -65.2% | +443.4% | -508.6% | +26.0% |
| All | -88.9% | +115.6% | -204.4% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling