-97.4%
ADVB vs BAM
+6.3%
-103.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.0% | -6.5% | -9.9% |
| 7D | -28.0% | +7.9% | -36.0% | -27.1% |
| 30D | -70.2% | +16.0% | -86.3% | -69.6% |
| 3M | -76.1% | +0.6% | -76.7% | -75.7% |
| 6M | -72.3% | +10.5% | -82.8% | -71.6% |
| YTD | -67.5% | +3.2% | -70.7% | -66.0% |
| 1Y | -78.6% | +1.0% | -79.6% | -77.5% |
| All | -97.4% | +6.3% | -103.7% | -97.8% |
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 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