-99.7%
UVXY vs AMP
+122.1%
-221.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -5.2% |
| 7D | +2.8% | -0.5% | +3.3% | +1.8% |
| 30D | -11.4% | -1.3% | -10.0% | -13.6% |
| 3M | -41.5% | +24.2% | -65.7% | -5.5% |
| 6M | -61.0% | +24.6% | -85.6% | -35.4% |
| YTD | -49.8% | +14.8% | -64.7% | -28.5% |
| 1Y | -66.4% | +12.8% | -79.2% | -52.3% |
| 3Y | -94.8% | +69.0% | -163.7% | -68.2% |
| All | -99.7% | +122.1% | -221.8% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling