-99.7%
UVXY vs APD
+24.4%
-124.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +4.5% |
| 7D | +11.0% | -3.5% | +14.5% | +6.3% |
| 30D | -8.8% | -5.1% | -3.7% | -14.5% |
| 3M | -41.9% | +6.9% | -48.8% | -36.4% |
| 6M | -61.2% | +8.1% | -69.3% | -57.0% |
| YTD | -46.2% | +21.2% | -67.4% | -29.2% |
| 1Y | -65.2% | +4.9% | -70.1% | -62.7% |
| 3Y | -94.6% | +6.3% | -100.9% | -93.2% |
| 5Y | -99.7% | +24.3% | -123.9% | -99.0% |
| All | -99.7% | +24.4% | -124.1% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling