-99.0%
UVXY vs BAM
+78.0%
-177.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +1.7% |
| 7D | -5.0% | -2.0% | -3.0% | -7.9% |
| 30D | -20.5% | -2.9% | -17.6% | -24.2% |
| 3M | -36.6% | +9.4% | -46.0% | -24.0% |
| 6M | -56.9% | +10.8% | -67.7% | -44.6% |
| YTD | -51.2% | -0.4% | -50.8% | -46.0% |
| 1Y | -69.8% | -10.9% | -58.9% | -71.1% |
| 3Y | -95.1% | +61.3% | -156.3% | -81.4% |
| All | -99.0% | +78.0% | -177.0% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling