-99.0%
UVXY vs BAM
+66.2%
-165.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.7% |
| 7D | +2.8% | -6.6% | +9.4% | -8.2% |
| 30D | -11.4% | -12.4% | +1.1% | -28.9% |
| 3M | -41.5% | +2.4% | -43.9% | -37.7% |
| 6M | -61.0% | +7.9% | -69.0% | -52.0% |
| YTD | -49.8% | -7.0% | -42.8% | -50.4% |
| 1Y | -66.4% | -13.4% | -53.0% | -69.2% |
| 3Y | -94.8% | +46.9% | -141.6% | -82.8% |
| All | -99.0% | +66.2% | -165.2% | -96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling