-10.5%
EFX vs BAM
+57.7%
-68.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.4% | -1.4% |
| 7D | -7.8% | -1.6% | -6.2% | -7.1% |
| 30D | -5.7% | -6.0% | +0.3% | -2.9% |
| 3M | +2.5% | +7.3% | -4.8% | -1.5% |
| 6M | -16.7% | +8.2% | -24.9% | -20.5% |
| YTD | -20.2% | -3.8% | -16.3% | -19.3% |
| 1Y | -31.4% | -10.7% | -20.7% | -28.6% |
| 3Y | -10.5% | +55.3% | -65.8% | -36.9% |
| All | -10.5% | +57.7% | -68.2% | -36.9% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling