+125.6%
VSAT vs BAM
+71.9%
+53.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.6% | +6.0% |
| 7D | +17.3% | -1.6% | +18.9% | +18.7% |
| 30D | -3.3% | -6.0% | +2.7% | +1.0% |
| 3M | +18.7% | +7.3% | +11.4% | +10.7% |
| 6M | +77.6% | +8.2% | +69.3% | +65.8% |
| YTD | +125.6% | -3.8% | +129.5% | +131.1% |
| 1Y | +158.3% | -10.7% | +169.0% | +181.6% |
| 3Y | +226.1% | +55.3% | +170.8% | +151.9% |
| All | +125.6% | +71.9% | +53.8% | +68.6% |
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