-100.0%
UVXY vs AME
+1,158.5%
-1,258.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +0.7% |
| 7D | +2.3% | +1.3% | +1.0% | +6.2% |
| 30D | -15.0% | -6.6% | -8.5% | -30.5% |
| 3M | -39.8% | +3.0% | -42.8% | -33.5% |
| 6M | -60.0% | +5.3% | -65.3% | -51.1% |
| YTD | -48.8% | +15.4% | -64.3% | -14.2% |
| 1Y | -67.3% | +26.8% | -94.1% | -26.1% |
| 3Y | -94.8% | +56.5% | -151.4% | -66.0% |
| 5Y | -99.7% | +85.2% | -184.9% | -94.4% |
| 10Y | -100.0% | +428.5% | -528.5% | -99.3% |
| All | -100.0% | +1,158.5% | -1,258.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling