-94.8%
UVXY vs AME
+59.6%
-154.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.3% | -10.0% | +0.7% |
| 7D | +2.8% | +1.7% | +1.0% | +7.4% |
| 30D | -11.4% | -6.4% | -4.9% | -24.0% |
| 3M | -41.5% | +7.1% | -48.6% | -29.8% |
| 6M | -61.0% | +8.2% | -69.2% | -49.2% |
| YTD | -49.8% | +18.2% | -68.0% | -15.1% |
| 1Y | -66.4% | +26.7% | -93.2% | -31.0% |
| 3Y | -94.8% | +60.7% | -155.5% | -66.7% |
| All | -94.8% | +59.6% | -154.4% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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