+57.9%
VZ vs BAM
+81.2%
-23.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.5% | -2.7% | +4.1% | +1.6% |
| 30D | +4.4% | +15.5% | -11.1% | +3.5% |
| 3M | -2.4% | -6.9% | +4.5% | -2.0% |
| 6M | +1.4% | +9.9% | -8.5% | +0.8% |
| YTD | +21.4% | +1.4% | +20.0% | +21.1% |
| 1Y | +20.3% | +3.3% | +17.0% | +19.7% |
| 3Y | +57.4% | +83.6% | -26.3% | +38.9% |
| All | +57.9% | +81.2% | -23.4% | +39.4% |
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