-51.4%
VG vs BAM
-4.5%
-46.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.3% |
| 7D | -22.0% | +7.9% | -29.9% | -23.7% |
| 30D | -14.7% | +16.0% | -30.8% | -18.5% |
| 3M | -7.1% | +0.6% | -7.7% | -7.6% |
| 6M | -11.2% | +10.5% | -21.7% | -16.6% |
| YTD | +69.8% | +3.2% | +66.6% | +64.9% |
| 1Y | +49.9% | +1.0% | +48.8% | +47.7% |
| All | -51.4% | -4.5% | -46.9% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling