-98.9%
VXX vs AMBA
+34.8%
-133.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.5% | +2.4% |
| 7D | +7.2% | +7.1% | +0.1% | +11.4% |
| 30D | -5.8% | -18.1% | +12.3% | -15.7% |
| 3M | -29.0% | +8.4% | -37.4% | -22.0% |
| 6M | -44.0% | +25.7% | -69.7% | -29.9% |
| YTD | -28.7% | -4.2% | -24.5% | -21.5% |
| 1Y | -45.2% | -18.7% | -26.5% | -42.9% |
| 3Y | -77.8% | +13.3% | -91.1% | -59.8% |
| 5Y | -95.6% | -54.2% | -41.4% | -93.6% |
| All | -98.9% | +34.8% | -133.8% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling