+89.8%
RVTY vs BAM
+89.3%
+0.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | -0.7% | -2.9% | +2.1% | +0.5% |
| 30D | +1.7% | +14.7% | -12.9% | -4.4% |
| 3M | +36.8% | -4.1% | +40.9% | +39.0% |
| 6M | +60.1% | +9.6% | +50.5% | +51.8% |
| YTD | +64.0% | +3.4% | +60.6% | +59.0% |
| 1Y | +68.2% | +1.0% | +67.2% | +64.7% |
| All | +89.8% | +89.3% | +0.5% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling