-100.0%
UVXY vs APD
+530.5%
-630.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +0.6% |
| 7D | +2.3% | -4.6% | +6.9% | -8.1% |
| 30D | -15.0% | -4.2% | -10.8% | -23.0% |
| 3M | -39.8% | +5.0% | -44.8% | -33.5% |
| 6M | -60.0% | +8.9% | -69.0% | -52.9% |
| YTD | -48.8% | +21.9% | -70.7% | -20.9% |
| 1Y | -67.3% | +5.6% | -72.9% | -64.8% |
| 3Y | -94.8% | +6.9% | -101.7% | -93.8% |
| 5Y | -99.7% | +25.3% | -125.0% | -99.2% |
| 10Y | -100.0% | +169.1% | -269.1% | -100.0% |
| All | -100.0% | +530.5% | -630.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling