+117.2%
VSAT vs BAM
+88.1%
+29.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +1.6% |
| 7D | -0.5% | +5.0% | -5.5% | -4.5% |
| 30D | +4.0% | +16.6% | -12.6% | -8.9% |
| 3M | -11.8% | +2.2% | -14.0% | -14.4% |
| 6M | +6.9% | +9.7% | -2.7% | -2.3% |
| YTD | +117.2% | +5.2% | +112.0% | +105.5% |
| 1Y | +102.4% | +3.9% | +98.5% | +94.1% |
| 3Y | +295.5% | +91.5% | +203.9% | +172.7% |
| All | +117.2% | +88.1% | +29.1% | +49.9% |
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