-100.0%
VIVK vs BAM
+71.9%
-171.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.4% | +11.1% | +8.3% |
| 7D | +13.1% | -1.6% | +14.6% | +13.3% |
| 30D | -29.7% | -6.0% | -23.7% | -28.9% |
| 3M | -93.0% | +7.3% | -100.3% | -93.1% |
| 6M | -98.0% | +8.2% | -106.2% | -98.0% |
| YTD | -97.8% | -3.8% | -93.9% | -97.8% |
| 1Y | -100.0% | -10.7% | -89.2% | -100.0% |
| 3Y | -100.0% | +55.3% | -155.3% | -100.0% |
| All | -100.0% | +71.9% | -171.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling