-100.0%
UVXY vs AVTR
+1.1%
-101.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | 0.0% |
| 7D | +2.3% | +1.6% | +0.7% | +4.1% |
| 30D | -15.0% | +8.4% | -23.4% | -7.0% |
| 3M | -39.8% | +50.2% | -90.0% | -8.0% |
| 6M | -60.0% | +82.6% | -142.6% | -22.1% |
| YTD | -48.8% | +29.8% | -78.7% | -29.2% |
| 1Y | -67.3% | +16.0% | -83.3% | -59.0% |
| 3Y | -94.8% | -26.4% | -68.4% | -94.8% |
| 5Y | -99.7% | -64.5% | -35.2% | -99.8% |
| All | -100.0% | +1.1% | -101.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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