+502.2%
ROIV vs BAM
+78.0%
+424.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +0.6% | -2.0% | +2.6% | +1.2% |
| 30D | +1.0% | -2.9% | +3.9% | +1.6% |
| 3M | +18.3% | +9.4% | +8.9% | +14.4% |
| 6M | +18.3% | +10.8% | +7.6% | +13.9% |
| YTD | +61.0% | -0.4% | +61.4% | +59.0% |
| 1Y | +177.9% | -10.9% | +188.7% | +183.1% |
| 3Y | +199.1% | +61.3% | +137.8% | +146.3% |
| All | +502.2% | +78.0% | +424.3% | +383.2% |
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