+150.0%
NVTS vs BAM
+67.8%
+82.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -1.0% | -1.4% |
| 7D | +3.5% | -3.9% | +7.4% | +6.8% |
| 30D | -11.9% | -8.8% | -3.1% | -5.6% |
| 3M | -49.2% | +2.2% | -51.4% | -50.5% |
| 6M | +38.4% | +5.9% | +32.5% | +29.8% |
| YTD | +62.5% | -6.1% | +68.6% | +69.2% |
| 1Y | +101.4% | -11.6% | +113.0% | +120.6% |
| 3Y | +40.4% | +51.7% | -11.2% | -0.4% |
| All | +150.0% | +67.8% | +82.2% | +60.8% |
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