+190.4%
EBAY vs BAM
+84.8%
+105.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.2% |
| 7D | -2.0% | -2.9% | +0.9% | -1.3% |
| 30D | +7.0% | +14.7% | -7.7% | +3.4% |
| 3M | +16.1% | -4.1% | +20.2% | +17.0% |
| 6M | +14.1% | +9.6% | +4.5% | +10.7% |
| YTD | +42.1% | +3.4% | +38.7% | +39.6% |
| 1Y | +42.4% | +1.0% | +41.4% | +40.6% |
| 3Y | +223.5% | +88.2% | +135.3% | +153.1% |
| All | +190.4% | +84.8% | +105.6% | +127.2% |
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