-32.5%
VRSK vs BAM
-12.8%
-19.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -7.7% | -6.1% | -1.7% | -7.1% |
| 30D | -2.8% | -13.8% | +11.0% | -1.6% |
| 3M | -3.7% | +4.4% | -8.1% | -3.8% |
| 6M | -12.8% | +6.4% | -19.2% | -13.1% |
| YTD | -21.0% | -7.1% | -13.9% | -20.5% |
| 1Y | -32.5% | -11.8% | -20.7% | -32.1% |
| All | -32.5% | -12.8% | -19.7% | -32.1% |
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