-67.4%
VXX vs AMDL
+126.1%
-193.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.9% | -9.2% | -3.0% |
| 7D | +2.0% | +15.9% | -13.9% | +6.2% |
| 30D | -7.1% | +10.5% | -17.6% | -3.8% |
| 3M | -28.6% | -4.7% | -23.9% | -24.4% |
| 6M | -44.0% | +355.2% | -399.2% | +4.4% |
| YTD | -31.7% | +270.9% | -302.6% | +27.9% |
| 1Y | -46.3% | +499.5% | -545.8% | +30.1% |
| All | -67.4% | +126.1% | -193.5% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling