-45.2%
VXX vs AMBA
-21.5%
-23.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.5% | +2.8% |
| 7D | +7.2% | +7.1% | +0.1% | +9.2% |
| 30D | -5.8% | -18.1% | +12.3% | -10.9% |
| 3M | -29.0% | +8.4% | -37.4% | -24.2% |
| 6M | -44.0% | +25.7% | -69.7% | -31.0% |
| YTD | -28.7% | -4.2% | -24.5% | -18.4% |
| 1Y | -45.2% | -18.7% | -26.5% | -37.7% |
| All | -45.2% | -21.5% | -23.6% | -37.7% |
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