-95.7%
VXX vs AMCR
-12.3%
-83.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -5.7% |
| 7D | +2.0% | -6.3% | +8.2% | -3.6% |
| 30D | -7.1% | -7.8% | +0.7% | -13.4% |
| 3M | -28.6% | +7.5% | -36.2% | -23.0% |
| 6M | -44.0% | +2.7% | -46.7% | -40.4% |
| YTD | -31.7% | +6.0% | -37.8% | -24.3% |
| 1Y | -46.3% | +7.8% | -54.1% | -39.6% |
| 3Y | -78.3% | +5.8% | -84.0% | -72.9% |
| All | -95.7% | -12.3% | -83.3% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling