-100.0%
UVXY vs APD
+166.7%
-266.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -8.2% |
| 7D | +2.8% | -3.3% | +6.1% | -3.2% |
| 30D | -11.4% | -4.2% | -7.2% | -17.9% |
| 3M | -41.5% | +5.4% | -46.9% | -35.9% |
| 6M | -61.0% | +6.3% | -67.3% | -57.1% |
| YTD | -49.8% | +20.3% | -70.2% | -29.1% |
| 1Y | -66.4% | +1.6% | -68.0% | -66.1% |
| 3Y | -94.8% | +4.0% | -98.8% | -93.7% |
| 5Y | -99.7% | +23.3% | -123.0% | -99.2% |
| All | -100.0% | +166.7% | -266.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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