+100.6%
V vs BAM
+88.1%
+12.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +0.6% | +5.0% | -4.4% | -0.7% |
| 30D | +9.7% | +16.6% | -6.8% | +5.3% |
| 3M | +17.3% | +2.2% | +15.1% | +16.4% |
| 6M | +33.2% | +9.7% | +23.5% | +29.4% |
| YTD | +21.3% | +5.2% | +16.1% | +18.8% |
| 1Y | +27.3% | +3.9% | +23.4% | +24.8% |
| 3Y | +76.1% | +91.5% | -15.5% | +48.4% |
| All | +100.6% | +88.1% | +12.5% | +67.2% |
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