-7.2%
RVTY vs BAM
+78.0%
-85.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +1.1% | -2.0% | +3.1% | +1.9% |
| 30D | +13.2% | -2.9% | +16.1% | +14.4% |
| 3M | +27.2% | +9.4% | +17.9% | +21.7% |
| 6M | +32.4% | +10.8% | +21.7% | +26.0% |
| YTD | +34.9% | -0.4% | +35.3% | +33.6% |
| 1Y | +52.4% | -10.9% | +63.2% | +57.6% |
| 3Y | +12.3% | +61.3% | -49.0% | -10.8% |
| All | -7.2% | +78.0% | -85.2% | -28.6% |
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 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