-95.6%
VXX vs AMBA
-50.1%
-45.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | +5.7% |
| 7D | +1.6% | +2.5% | -0.9% | +2.7% |
| 30D | -9.5% | -16.1% | +6.7% | -16.7% |
| 3M | -27.3% | +4.6% | -31.9% | -22.0% |
| 6M | -43.3% | +29.2% | -72.5% | -29.2% |
| YTD | -30.9% | -2.9% | -28.0% | -23.4% |
| 1Y | -47.2% | -18.7% | -28.5% | -44.5% |
| 3Y | -78.5% | +14.9% | -93.4% | -62.2% |
| 5Y | -95.6% | -53.0% | -42.6% | -92.6% |
| All | -95.6% | -50.1% | -45.5% | -92.6% |
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