-51.1%
VXX vs ARMK
+41.1%
-92.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.2% | -5.5% | -12.0% |
| 7D | -4.1% | -5.8% | +1.7% | -7.5% |
| 30D | -0.8% | -5.3% | +4.4% | -3.7% |
| 3M | -19.8% | -6.7% | -13.1% | -22.4% |
| 6M | -40.5% | +17.4% | -57.9% | -30.6% |
| YTD | -35.5% | +43.0% | -78.6% | -12.4% |
| 1Y | -51.1% | +40.3% | -91.4% | -34.1% |
| All | -51.1% | +41.1% | -92.2% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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