-99.2%
NVD vs BAM
+64.2%
-163.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.3% | -0.1% |
| 7D | -7.7% | -1.6% | -6.1% | -9.2% |
| 30D | -5.8% | -6.0% | +0.2% | -12.0% |
| 3M | -23.2% | +7.3% | -30.5% | -15.1% |
| 6M | -49.7% | +8.2% | -57.9% | -42.6% |
| YTD | -47.7% | -3.8% | -43.8% | -47.9% |
| 1Y | -61.3% | -10.7% | -50.6% | -64.3% |
| 3Y | -99.2% | +55.3% | -154.5% | -98.1% |
| All | -99.2% | +64.2% | -163.4% | -98.0% |
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 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