+55.6%
VZ vs BAM
+86.2%
-30.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.0% |
| 7D | +2.1% | +9.7% | -7.6% | +1.6% |
| 30D | +1.4% | +19.0% | -17.6% | +0.3% |
| 3M | -1.3% | +0.6% | -1.8% | -1.3% |
| 6M | -0.5% | +11.1% | -11.6% | -1.2% |
| YTD | +19.6% | +4.2% | +15.5% | +19.2% |
| 1Y | +22.4% | +3.3% | +19.0% | +21.9% |
| 3Y | +55.9% | +88.8% | -32.9% | +37.4% |
| All | +55.6% | +86.2% | -30.6% | +37.2% |
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