-51.1%
VXX vs AMBA
-25.6%
-25.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.7% | -7.9% | -10.1% |
| 7D | -4.1% | -8.1% | +4.0% | -6.1% |
| 30D | -0.8% | -10.8% | +9.9% | -3.1% |
| 3M | -19.8% | -25.9% | +6.1% | -25.0% |
| 6M | -40.5% | -13.9% | -26.6% | -37.7% |
| YTD | -35.5% | -14.0% | -21.5% | -27.1% |
| 1Y | -51.1% | -25.7% | -25.4% | -46.0% |
| All | -51.1% | -25.6% | -25.5% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling