-100.0%
VIVK vs BAM
+89.3%
-189.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | -1.7% | -12.6% | -14.1% |
| 7D | -48.0% | -2.9% | -45.1% | -47.7% |
| 30D | -88.4% | +14.7% | -103.1% | -88.7% |
| 3M | -98.7% | -4.1% | -94.6% | -98.7% |
| 6M | -100.0% | +9.6% | -109.5% | -100.0% |
| YTD | -100.0% | +3.4% | -103.4% | -100.0% |
| 1Y | -100.0% | +1.0% | -101.0% | -100.0% |
| All | -100.0% | +89.3% | -189.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling