-89.6%
UVXY vs AMDL
+102.5%
-192.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -17.6% | +21.3% | -3.6% |
| 7D | -22.1% | +37.2% | -59.3% | -6.7% |
| 30D | +8.2% | -24.0% | +32.2% | +16.2% |
| 3M | -12.3% | -1.0% | -11.3% | +7.8% |
| 6M | -51.0% | -3.2% | -47.8% | -30.8% |
| YTD | -49.9% | +232.2% | -282.1% | +51.8% |
| 1Y | -67.7% | +137.7% | -205.5% | -14.1% |
| All | -89.6% | +102.5% | -192.1% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling