-34.3%
AVTR vs BAM
+78.0%
-112.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.7% |
| 7D | +2.7% | -2.0% | +4.6% | +3.5% |
| 30D | +12.1% | -2.9% | +15.0% | +13.2% |
| 3M | +57.2% | +9.4% | +47.9% | +51.0% |
| 6M | +73.1% | +10.8% | +62.3% | +65.1% |
| YTD | +30.6% | -0.4% | +31.1% | +29.6% |
| 1Y | +13.5% | -10.9% | +24.4% | +17.2% |
| 3Y | -31.0% | +61.3% | -92.3% | -44.4% |
| All | -34.3% | +78.0% | -112.3% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling