-44.0%
VXX vs AMP
+23.7%
-67.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.8% |
| 7D | +2.0% | -0.5% | +2.5% | +1.7% |
| 30D | -7.1% | -1.3% | -5.8% | -7.7% |
| 3M | -28.6% | +24.2% | -52.8% | -17.4% |
| 6M | -44.0% | +24.6% | -68.5% | -31.9% |
| All | -44.0% | +23.7% | -67.6% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 6mo: compounded portfolio wealth divided by compounded AMP 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…
6mo analysis · Full analysis span regression · 6 months rolling