+237.5%
VIK vs BAM
+39.3%
+198.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.1% | +4.8% |
| 7D | +3.6% | -1.6% | +5.2% | +4.5% |
| 30D | -16.7% | -6.0% | -10.7% | -13.9% |
| 3M | -1.1% | +7.3% | -8.4% | -6.9% |
| 6M | +27.8% | +8.2% | +19.6% | +20.0% |
| YTD | +23.3% | -3.8% | +27.2% | +24.1% |
| 1Y | +38.2% | -10.7% | +48.9% | +45.0% |
| All | +237.5% | +39.3% | +198.2% | +157.9% |
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 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