-70.5%
UVXY vs BAM
+4.2%
-74.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +6.2% | -20.3% | -6.5% |
| 7D | -6.3% | +14.2% | -20.5% | +11.6% |
| 30D | -2.7% | +21.0% | -23.7% | +24.7% |
| 3M | -29.9% | +5.2% | -35.1% | -24.5% |
| 6M | -56.5% | +16.0% | -72.5% | -44.4% |
| YTD | -54.8% | +6.5% | -61.3% | -44.0% |
| 1Y | -70.5% | +4.4% | -74.9% | -63.6% |
| All | -70.5% | +4.2% | -74.8% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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