+58.3%
VMC vs BAM
+86.2%
-27.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +0.5% | +9.7% | -9.2% | -2.9% |
| 30D | +15.8% | +19.0% | -3.2% | +8.6% |
| 3M | +0.6% | +0.6% | 0.0% | +0.2% |
| 6M | -4.0% | +11.1% | -15.1% | -8.0% |
| YTD | -0.3% | +4.2% | -4.5% | -2.7% |
| 1Y | -0.5% | +3.3% | -3.8% | -2.7% |
| 3Y | +39.6% | +88.8% | -49.2% | +10.5% |
| All | +58.3% | +86.2% | -27.9% | +24.5% |
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