-67.7%
VXX vs AHR
+356.1%
-423.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.9% |
| 7D | +2.0% | -2.1% | +4.1% | +0.6% |
| 30D | -7.1% | +1.9% | -9.0% | -5.9% |
| 3M | -28.6% | +15.7% | -44.3% | -20.6% |
| 6M | -44.0% | +2.5% | -46.5% | -43.0% |
| YTD | -31.7% | +15.0% | -46.8% | -23.1% |
| 1Y | -46.3% | +28.1% | -74.5% | -32.9% |
| All | -67.7% | +356.1% | -423.8% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling