-25.6%
EFX vs BAM
-8.8%
-16.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.6% |
| 7D | -8.6% | -2.0% | -6.7% | -7.9% |
| 30D | +0.1% | -2.9% | +3.0% | +1.3% |
| 3M | +3.8% | +9.4% | -5.5% | -0.4% |
| 6M | -13.5% | +10.8% | -24.3% | -17.9% |
| YTD | -17.7% | -0.4% | -17.2% | -19.1% |
| 1Y | -25.6% | -10.9% | -14.7% | -26.7% |
| All | -25.6% | -8.8% | -16.8% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling