+10.5%
RVTY vs BAM
+86.2%
-75.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.5% |
| 7D | -1.2% | +9.7% | -10.9% | -5.0% |
| 30D | +1.0% | +19.0% | -18.0% | -6.1% |
| 3M | +35.8% | +0.6% | +35.3% | +34.9% |
| 6M | +56.7% | +11.1% | +45.6% | +48.4% |
| YTD | +60.7% | +4.2% | +56.5% | +55.8% |
| 1Y | +73.7% | +3.3% | +70.4% | +68.7% |
| 3Y | +82.8% | +88.8% | -6.0% | +37.9% |
| All | +10.5% | +86.2% | -75.7% | -16.7% |
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