-100.0%
UVXY vs AMP
+589.3%
-689.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -5.4% |
| 7D | +2.8% | -0.5% | +3.3% | +1.9% |
| 30D | -11.4% | -1.3% | -10.0% | -13.3% |
| 3M | -41.5% | +24.2% | -65.7% | -10.8% |
| 6M | -61.0% | +24.6% | -85.6% | -39.0% |
| YTD | -49.8% | +14.8% | -64.7% | -30.6% |
| 1Y | -66.4% | +12.8% | -79.2% | -53.4% |
| 3Y | -94.8% | +69.0% | -163.7% | -74.4% |
| 5Y | -99.7% | +124.9% | -224.6% | -95.6% |
| All | -100.0% | +589.3% | -689.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling