+228.8%
VIK vs BAM
+44.2%
+184.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | -3.0% | -2.0% | -1.1% | -1.9% |
| 30D | -20.7% | -2.9% | -17.8% | -19.6% |
| 3M | -4.6% | +9.4% | -14.0% | -11.1% |
| 6M | +14.0% | +10.8% | +3.2% | +5.6% |
| YTD | +20.2% | -0.4% | +20.6% | +18.5% |
| 1Y | +36.0% | -10.9% | +46.9% | +43.4% |
| All | +228.8% | +44.2% | +184.5% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling