-78.3%
VXX vs AMCR
+6.5%
-84.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -5.4% |
| 7D | +2.0% | -6.3% | +8.2% | -2.7% |
| 30D | -7.1% | -7.8% | +0.7% | -12.4% |
| 3M | -28.6% | +7.5% | -36.2% | -23.7% |
| 6M | -44.0% | +2.7% | -46.7% | -40.6% |
| YTD | -31.7% | +6.0% | -37.8% | -24.8% |
| 1Y | -46.3% | +7.8% | -54.1% | -40.1% |
| 3Y | -78.3% | +5.8% | -84.0% | -73.3% |
| All | -78.3% | +6.5% | -84.7% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling