-78.4%
VXX vs AMBA
+4.1%
-82.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +2.0% |
| 7D | -3.0% | -6.4% | +3.4% | -6.3% |
| 30D | -11.5% | -26.8% | +15.4% | -24.5% |
| 3M | -27.3% | -7.6% | -19.7% | -26.6% |
| 6M | -49.6% | +21.2% | -70.8% | -36.2% |
| YTD | -32.0% | -10.4% | -21.6% | -26.5% |
| 1Y | -48.3% | -24.4% | -23.9% | -47.6% |
| All | -78.4% | +4.1% | -82.5% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling