-7.7%
EFX vs BAM
+63.3%
-70.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.7% |
| 7D | -8.6% | -2.0% | -6.7% | -7.8% |
| 30D | +0.1% | -2.9% | +3.0% | +1.4% |
| 3M | +3.8% | +9.4% | -5.5% | -1.2% |
| 6M | -13.5% | +10.8% | -24.3% | -18.5% |
| YTD | -17.7% | -0.4% | -17.2% | -18.2% |
| 1Y | -25.6% | -10.9% | -14.7% | -22.4% |
| All | -7.7% | +63.3% | -70.9% | -36.0% |
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