-99.0%
VXX vs AMP
+266.7%
-365.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.4% |
| 7D | +2.0% | -0.5% | +2.5% | +1.4% |
| 30D | -7.1% | -1.3% | -5.8% | -8.4% |
| 3M | -28.6% | +24.2% | -52.8% | -6.2% |
| 6M | -44.0% | +24.6% | -68.5% | -25.2% |
| YTD | -31.7% | +14.8% | -46.6% | -16.0% |
| 1Y | -46.3% | +12.8% | -59.1% | -34.2% |
| 3Y | -78.3% | +69.0% | -147.2% | -44.6% |
| 5Y | -95.8% | +124.9% | -220.7% | -80.9% |
| All | -99.0% | +266.7% | -365.7% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling