-99.0%
VXX vs AMBA
+24.9%
-123.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.1% |
| 7D | -3.5% | -11.0% | +7.5% | -9.6% |
| 30D | -13.6% | -23.2% | +9.6% | -25.3% |
| 3M | -24.6% | -12.7% | -11.9% | -26.1% |
| 6M | -39.9% | +11.2% | -51.1% | -29.5% |
| YTD | -33.1% | -11.2% | -21.8% | -29.4% |
| 1Y | -49.9% | -22.5% | -27.4% | -49.2% |
| 3Y | -79.1% | -1.3% | -77.8% | -65.1% |
| 5Y | -95.6% | -54.2% | -41.4% | -93.4% |
| All | -99.0% | +24.9% | -123.9% | -94.1% |
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