+2,494.8%
NVDL vs BAM
+62.0%
+2,432.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -3.6% |
| 7D | -8.7% | -6.1% | -2.6% | -2.4% |
| 30D | -1.3% | -13.8% | +12.5% | +15.2% |
| 3M | +11.4% | +4.4% | +7.0% | +4.5% |
| 6M | +22.9% | +6.4% | +16.5% | +12.4% |
| YTD | +15.4% | -7.1% | +22.5% | +21.0% |
| 1Y | +18.8% | -11.8% | +30.6% | +32.1% |
| 3Y | +641.4% | +50.2% | +591.2% | +444.4% |
| All | +2,494.8% | +62.0% | +2,432.8% | +1,636.1% |
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