-83.3%
UVXY vs AMRZ
-20.1%
-63.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.6% |
| 7D | +2.8% | -7.5% | +10.3% | -3.7% |
| 30D | -11.4% | -12.4% | +1.0% | -20.5% |
| 3M | -41.5% | -22.4% | -19.1% | -52.0% |
| 6M | -61.0% | -29.5% | -31.5% | -69.0% |
| YTD | -49.8% | -24.1% | -25.7% | -57.1% |
| 1Y | -66.4% | -26.3% | -40.2% | -70.2% |
| All | -83.3% | -20.1% | -63.2% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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