-100.0%
UVXY vs AMP
+1,980.5%
-2,080.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.8% |
| 7D | +11.0% | -2.0% | +13.1% | +6.1% |
| 30D | -8.8% | -1.7% | -7.1% | -12.0% |
| 3M | -41.9% | +23.2% | -65.1% | -6.8% |
| 6M | -61.2% | +22.2% | -83.4% | -38.0% |
| YTD | -46.2% | +14.0% | -60.2% | -23.9% |
| 1Y | -65.2% | +14.0% | -79.2% | -48.8% |
| 3Y | -94.6% | +67.0% | -161.6% | -67.5% |
| 5Y | -99.7% | +123.2% | -222.9% | -93.0% |
| 10Y | -100.0% | +578.5% | -678.5% | -99.4% |
| All | -100.0% | +1,980.5% | -2,080.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling