-77.0%
ADVB vs BAM
+4.2%
-81.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.2% | -10.7% | -1.7% |
| 7D | -29.5% | +14.2% | -43.8% | -24.7% |
| 30D | -66.9% | +21.0% | -87.8% | -63.7% |
| 3M | -73.7% | +5.2% | -78.9% | -72.4% |
| 6M | -64.8% | +16.0% | -80.7% | -61.1% |
| YTD | -64.0% | +6.5% | -70.5% | -59.0% |
| 1Y | -77.0% | +4.4% | -81.4% | -73.4% |
| All | -77.0% | +4.2% | -81.2% | -73.4% |
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