-51.1%
VXX vs AMDL
+108.7%
-159.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -9.3% |
| 7D | -4.1% | -30.7% | +26.6% | -9.2% |
| 30D | -0.8% | -43.8% | +43.0% | -8.1% |
| 3M | -19.8% | -24.5% | +4.7% | -20.9% |
| 6M | -40.5% | +44.7% | -85.2% | -28.4% |
| YTD | -35.5% | +204.0% | -239.5% | +4.5% |
| 1Y | -51.1% | +109.1% | -160.2% | -26.5% |
| All | -51.1% | +108.7% | -159.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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