-33.1%
AVTR vs BAM
+71.9%
-105.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +3.2% |
| 7D | +7.4% | -1.6% | +9.0% | +8.0% |
| 30D | +12.2% | -6.0% | +18.2% | +14.7% |
| 3M | +57.4% | +7.3% | +50.0% | +52.1% |
| 6M | +86.7% | +8.2% | +78.4% | +79.5% |
| YTD | +33.1% | -3.8% | +36.9% | +33.8% |
| 1Y | +16.1% | -10.7% | +26.9% | +19.8% |
| 3Y | -24.6% | +55.3% | -80.0% | -38.4% |
| All | -33.1% | +71.9% | -105.0% | -47.3% |
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