-44.0%
VXX vs AHR
+3.4%
-47.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.3% |
| 7D | +2.0% | -2.1% | +4.1% | +1.9% |
| 30D | -7.1% | +1.9% | -9.0% | -7.0% |
| 3M | -28.6% | +15.7% | -44.3% | -26.2% |
| 6M | -44.0% | +2.5% | -46.5% | -48.4% |
| All | -44.0% | +3.4% | -47.4% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 6mo: compounded portfolio wealth divided by compounded AHR 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…
6mo analysis · Full analysis span regression · 6 months rolling