+488.7%
EAT vs BAM
+88.1%
+400.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.6% |
| 7D | -5.9% | +5.0% | -10.9% | -7.7% |
| 30D | +0.7% | +16.6% | -15.9% | -5.5% |
| 3M | -14.2% | +2.2% | -16.4% | -15.5% |
| 6M | +40.7% | +9.7% | +31.1% | +34.1% |
| YTD | +36.0% | +5.2% | +30.7% | +31.1% |
| 1Y | +83.1% | +3.9% | +79.1% | +76.7% |
| 3Y | +474.8% | +91.5% | +383.3% | +349.7% |
| All | +488.7% | +88.1% | +400.6% | +356.5% |
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