+634.4%
EAT vs BAM
+61.4%
+573.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | 0.0% | -2.0% | +2.0% | +0.8% |
| 30D | +1.9% | -2.9% | +4.8% | +2.7% |
| 3M | +68.7% | +9.4% | +59.3% | +59.9% |
| 6M | +66.9% | +10.8% | +56.1% | +57.1% |
| YTD | +60.4% | -0.4% | +60.9% | +58.1% |
| 1Y | +44.0% | -10.9% | +54.9% | +49.6% |
| All | +634.4% | +61.4% | +573.0% | +470.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling