+145.0%
EBAY vs BAM
+67.8%
+77.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.5% |
| 7D | -3.0% | -3.9% | +0.9% | -2.1% |
| 30D | -3.6% | -8.8% | +5.2% | -1.5% |
| 3M | -4.4% | +2.2% | -6.6% | -5.4% |
| 6M | +12.1% | +5.9% | +6.1% | +9.4% |
| YTD | +19.9% | -6.1% | +26.0% | +20.8% |
| 1Y | +13.4% | -11.6% | +25.0% | +15.9% |
| 3Y | +150.5% | +51.7% | +98.8% | +108.3% |
| All | +145.0% | +67.8% | +77.2% | +96.6% |
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