+240.5%
VIK vs BAM
+46.6%
+194.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | 0.0% |
| 7D | +3.2% | -2.0% | +5.2% | +4.3% |
| 30D | +8.2% | +13.7% | -5.5% | -0.3% |
| 3M | -14.7% | -4.8% | -9.9% | -12.4% |
| 6M | +10.3% | +7.6% | +2.7% | +3.7% |
| YTD | +24.5% | +1.2% | +23.3% | +21.1% |
| 1Y | +45.7% | -2.3% | +48.0% | +44.7% |
| All | +240.5% | +46.6% | +194.0% | +151.6% |
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