-99.0%
VXX vs APTV
-50.7%
-48.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.6% |
| 7D | +2.0% | -5.0% | +7.0% | -2.5% |
| 30D | -7.1% | -6.1% | -1.0% | -12.0% |
| 3M | -28.6% | -33.0% | +4.4% | -49.3% |
| 6M | -44.0% | -35.2% | -8.7% | -60.2% |
| YTD | -31.7% | -40.1% | +8.4% | -54.2% |
| 1Y | -46.3% | -45.6% | -0.7% | -66.5% |
| 3Y | -78.3% | -54.4% | -23.9% | -85.3% |
| 5Y | -95.8% | -68.9% | -26.9% | -97.5% |
| All | -99.0% | -50.7% | -48.3% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling