-100.0%
VIVK vs BAM
+4.2%
-104.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +6.2% | -33.7% | -26.8% |
| 7D | -68.7% | +14.2% | -82.9% | -68.6% |
| 30D | -90.0% | +21.0% | -111.0% | -90.0% |
| 3M | -98.1% | +5.2% | -103.2% | -98.1% |
| 6M | -99.9% | +16.0% | -115.9% | -99.9% |
| YTD | -99.9% | +6.5% | -106.4% | -99.9% |
| 1Y | -100.0% | +4.4% | -104.4% | -100.0% |
| All | -100.0% | +4.2% | -104.2% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling