+489.9%
EAT vs BAM
+85.9%
+404.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.3% |
| 7D | -2.6% | +9.7% | -12.4% | -6.8% |
| 30D | +11.5% | +19.0% | -7.5% | +2.7% |
| 3M | -9.1% | +0.6% | -9.7% | -9.9% |
| 6M | +40.4% | +11.1% | +29.3% | +31.8% |
| YTD | +43.9% | +4.2% | +39.7% | +38.7% |
| 1Y | +101.9% | +3.3% | +98.6% | +94.3% |
| 3Y | +489.9% | +88.8% | +401.1% | +272.5% |
| All | +489.9% | +85.9% | +404.0% | +272.5% |
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 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