-51.1%
VXX vs ATI
+86.4%
-137.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -9.0% | -10.0% |
| 7D | -4.1% | +8.3% | -12.4% | +0.8% |
| 30D | -0.8% | -7.3% | +6.4% | -3.8% |
| 3M | -19.8% | -10.5% | -9.3% | -23.2% |
| 6M | -40.5% | +16.4% | -56.9% | -29.2% |
| YTD | -35.5% | +56.1% | -91.6% | +2.4% |
| 1Y | -51.1% | +86.5% | -137.6% | +1.5% |
| All | -51.1% | +86.4% | -137.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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