-99.1%
UVXY vs BAM
+80.8%
-179.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +0.7% |
| 7D | -26.5% | -2.0% | -24.5% | -28.5% |
| 30D | +8.8% | +13.7% | -4.8% | +39.2% |
| 3M | -14.7% | -4.8% | -9.9% | -18.6% |
| 6M | -51.5% | +7.6% | -59.1% | -41.4% |
| YTD | -51.7% | +1.2% | -52.9% | -43.2% |
| 1Y | -65.7% | -2.3% | -63.4% | -61.2% |
| 3Y | -94.4% | +84.1% | -178.5% | -75.4% |
| All | -99.1% | +80.8% | -179.9% | -95.6% |
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 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