-34.0%
VXX vs AMCR
+22.8%
-56.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -5.5% | +35.6% | +26.7% |
| 7D | +27.5% | -2.7% | +30.3% | +26.1% |
| 30D | +32.5% | +9.7% | +22.8% | +39.0% |
| 3M | +8.2% | -2.6% | +10.9% | +7.1% |
| 6M | -22.7% | +25.6% | -48.3% | -11.0% |
| YTD | -16.1% | +14.9% | -31.0% | -7.3% |
| 1Y | -34.0% | +20.5% | -54.6% | -27.4% |
| All | -34.0% | +22.8% | -56.8% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling