-67.6%
VXX vs AMDL
+117.8%
-185.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.7% | -10.2% | +4.5% |
| 7D | -3.0% | +19.9% | -23.0% | +1.8% |
| 30D | -11.5% | +6.3% | -17.7% | -9.4% |
| 3M | -27.3% | -9.9% | -17.4% | -23.7% |
| 6M | -49.6% | +394.3% | -443.9% | -3.0% |
| YTD | -32.0% | +257.3% | -289.3% | +25.9% |
| 1Y | -48.3% | +508.5% | -556.9% | +26.7% |
| All | -67.6% | +117.8% | -185.3% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling