+28.6%
AVAV vs BAM
+81.2%
-52.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | +4.2% | -2.7% | +6.9% | +5.5% |
| 30D | -2.6% | +15.5% | -18.1% | -8.5% |
| 3M | -38.0% | -6.9% | -31.1% | -36.2% |
| 6M | -27.0% | +9.9% | -36.9% | -29.9% |
| YTD | -51.4% | +1.4% | -52.8% | -52.1% |
| 1Y | -60.2% | +3.3% | -63.5% | -61.1% |
| 3Y | -6.7% | +83.6% | -90.3% | -22.7% |
| All | +28.6% | +81.2% | -52.7% | +4.7% |
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 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