+63.6%
BAM vs VO
+56.6%
+7.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.9% |
| 7D | -2.0% | -0.3% | -1.7% | -1.6% |
| 30D | -2.9% | -0.3% | -2.6% | -2.4% |
| 3M | +9.4% | +2.9% | +6.4% | +5.0% |
| 6M | +10.8% | +9.3% | +1.4% | -2.4% |
| YTD | -0.4% | +14.2% | -14.6% | -17.5% |
| 1Y | -10.9% | +15.3% | -26.1% | -26.9% |
| All | +63.6% | +56.6% | +7.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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