-94.4%
VXX vs AMBA
-68.7%
-25.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.4% | +2.0% |
| 7D | -17.5% | +10.7% | -28.2% | -12.8% |
| 30D | +9.8% | -5.0% | +14.8% | +9.7% |
| 3M | -5.9% | -26.9% | +21.0% | -16.4% |
| 6M | -34.1% | -21.9% | -12.2% | -35.9% |
| YTD | -30.8% | -13.8% | -17.0% | -25.4% |
| 1Y | -44.4% | -36.1% | -8.3% | -48.2% |
| 3Y | -77.0% | +21.6% | -98.7% | -58.1% |
| 5Y | -94.4% | -68.8% | -25.6% | -92.8% |
| All | -94.4% | -68.7% | -25.6% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling