-25.8%
VRSK vs BAM
+50.2%
-76.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.7% |
| 7D | -5.4% | -3.9% | -1.5% | -4.9% |
| 30D | -1.8% | -8.8% | +7.1% | -0.6% |
| 3M | -2.2% | +2.2% | -4.4% | -2.5% |
| 6M | -14.9% | +5.9% | -20.8% | -15.7% |
| YTD | -20.0% | -6.1% | -13.9% | -19.6% |
| 1Y | -33.1% | -11.6% | -21.5% | -32.4% |
| All | -25.8% | +50.2% | -76.1% | -29.8% |
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