-89.9%
UVXY vs AMDL
+95.0%
-184.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | +4.3% |
| 7D | -5.0% | +4.5% | -9.5% | -3.2% |
| 30D | -20.5% | -4.4% | -16.1% | -21.1% |
| 3M | -36.6% | -30.5% | -6.1% | -37.3% |
| 6M | -56.9% | +300.9% | -357.8% | +6.4% |
| YTD | -51.2% | +219.9% | -271.1% | +19.1% |
| 1Y | -69.8% | +374.7% | -444.5% | +3.2% |
| All | -89.9% | +95.0% | -184.9% | -40.9% |
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