-100.0%
VIVK vs BAM
+67.8%
-167.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.4% | -4.0% | -5.9% |
| 7D | -7.9% | -3.9% | -4.0% | -7.2% |
| 30D | -42.0% | -8.8% | -33.1% | -41.0% |
| 3M | -92.5% | +2.2% | -94.7% | -92.6% |
| 6M | -98.0% | +5.9% | -103.9% | -98.1% |
| YTD | -97.9% | -6.1% | -91.8% | -97.9% |
| 1Y | -100.0% | -11.6% | -88.3% | -100.0% |
| 3Y | -100.0% | +51.7% | -151.7% | -100.0% |
| All | -100.0% | +67.8% | -167.8% | -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 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