-97.3%
ADVB vs BAM
+7.3%
-104.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.3% |
| 7D | -13.9% | +9.7% | -23.6% | -12.6% |
| 30D | -68.1% | +19.0% | -87.1% | -67.4% |
| 3M | -73.4% | +0.6% | -73.9% | -73.0% |
| 6M | -70.8% | +11.1% | -81.9% | -70.0% |
| YTD | -66.1% | +4.2% | -70.3% | -64.6% |
| 1Y | -77.5% | +3.3% | -80.8% | -76.5% |
| All | -97.3% | +7.3% | -104.5% | -97.7% |
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