+100.2%
V vs BAM
+90.5%
+9.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.7% |
| 7D | -0.8% | +5.3% | -6.1% | -2.1% |
| 30D | +9.5% | +18.1% | -8.6% | +4.8% |
| 3M | +16.7% | +4.2% | +12.5% | +15.2% |
| 6M | +32.9% | +11.1% | +21.9% | +28.7% |
| YTD | +21.1% | +6.6% | +14.5% | +18.1% |
| 1Y | +26.6% | +6.2% | +20.4% | +23.4% |
| 3Y | +78.4% | +95.0% | -16.7% | +49.6% |
| All | +100.2% | +90.5% | +9.6% | +66.3% |
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