-9.5%
RVTY vs BAM
+71.9%
-81.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.0% |
| 7D | +0.4% | -1.6% | +2.0% | +1.1% |
| 30D | +10.8% | -6.0% | +16.8% | +13.5% |
| 3M | +26.8% | +7.3% | +19.4% | +22.1% |
| 6M | +39.3% | +8.2% | +31.1% | +33.8% |
| YTD | +31.6% | -3.8% | +35.5% | +32.3% |
| 1Y | +47.7% | -10.7% | +58.4% | +52.6% |
| 3Y | +19.9% | +55.3% | -35.4% | -3.3% |
| All | -9.5% | +71.9% | -81.3% | -29.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling