+88.8%
BAM vs VLTO
+69.5%
+19.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.7% |
| 7D | +9.7% | +5.4% | +4.3% | +7.5% |
| 30D | +19.0% | +22.3% | -3.3% | +9.6% |
| 3M | +0.6% | +19.6% | -19.1% | -6.6% |
| 6M | +11.1% | +35.2% | -24.1% | -2.1% |
| YTD | +4.2% | +17.9% | -13.7% | -2.6% |
| 1Y | +3.3% | +19.5% | -16.2% | -4.3% |
| 3Y | +88.8% | +73.9% | +14.8% | +63.7% |
| All | +88.8% | +69.5% | +19.3% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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