-99.0%
UVXY vs BAM
+67.8%
-166.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | -1.5% |
| 7D | +2.3% | -3.9% | +6.2% | -4.2% |
| 30D | -15.0% | -8.8% | -6.2% | -27.1% |
| 3M | -39.8% | +2.2% | -42.0% | -35.7% |
| 6M | -60.0% | +5.9% | -66.0% | -52.4% |
| YTD | -48.8% | -6.1% | -42.7% | -48.6% |
| 1Y | -67.3% | -11.6% | -55.7% | -68.8% |
| 3Y | -94.8% | +51.7% | -146.5% | -82.4% |
| All | -99.0% | +67.8% | -166.8% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling