+60.3%
VYM vs BAM
+67.8%
-7.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.1% |
| 7D | -1.0% | -3.9% | +3.0% | 0.0% |
| 30D | -2.0% | -8.8% | +6.8% | +0.1% |
| 3M | +3.1% | +2.2% | +0.9% | +2.1% |
| 6M | +8.9% | +5.9% | +3.0% | +6.6% |
| YTD | +14.7% | -6.1% | +20.8% | +15.6% |
| 1Y | +19.4% | -11.6% | +31.0% | +21.9% |
| 3Y | +65.4% | +51.7% | +13.7% | +45.1% |
| All | +60.3% | +67.8% | -7.5% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling