-83.0%
UVXY vs AMRZ
-19.2%
-63.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +0.5% |
| 7D | +2.3% | -4.7% | +6.9% | -1.6% |
| 30D | -15.0% | -11.3% | -3.7% | -23.0% |
| 3M | -39.8% | -22.1% | -17.8% | -50.1% |
| 6M | -60.0% | -29.6% | -30.5% | -68.3% |
| YTD | -48.8% | -23.3% | -25.5% | -55.9% |
| 1Y | -67.3% | -23.7% | -43.6% | -70.4% |
| All | -83.0% | -19.2% | -63.8% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling