-51.1%
VXX vs APTV
-46.4%
-4.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.6% | -14.3% | -7.7% |
| 7D | -4.1% | -1.9% | -2.2% | -4.5% |
| 30D | -0.8% | -1.4% | +0.6% | -0.9% |
| 3M | -19.8% | -9.3% | -10.4% | -22.4% |
| 6M | -40.5% | -27.3% | -13.2% | -46.6% |
| YTD | -35.5% | -43.1% | +7.6% | -47.2% |
| 1Y | -51.1% | -46.5% | -4.6% | -61.6% |
| All | -51.1% | -46.4% | -4.7% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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