-98.9%
VXX vs AMBA
+19.4%
-118.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +1.4% |
| 7D | -14.7% | +2.7% | -17.4% | -12.8% |
| 30D | +8.9% | -2.2% | +11.1% | +10.4% |
| 3M | -4.5% | -26.6% | +22.1% | -16.9% |
| 6M | -34.0% | -26.8% | -7.2% | -39.0% |
| YTD | -29.2% | -15.1% | -14.1% | -24.8% |
| 1Y | -46.8% | -32.3% | -14.6% | -50.1% |
| 3Y | -76.2% | +19.8% | -96.1% | -54.6% |
| 5Y | -94.3% | -69.2% | -25.0% | -93.5% |
| All | -98.9% | +19.4% | -118.4% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling