-9.8%
EFX vs BAM
+78.0%
-87.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.6% |
| 7D | -8.6% | -2.0% | -6.7% | -7.8% |
| 30D | +0.1% | -2.9% | +3.0% | +1.3% |
| 3M | +3.8% | +9.4% | -5.5% | -0.7% |
| 6M | -13.5% | +10.8% | -24.3% | -18.0% |
| YTD | -17.7% | -0.4% | -17.2% | -18.1% |
| 1Y | -25.6% | -10.9% | -14.7% | -22.7% |
| 3Y | -12.1% | +61.3% | -73.3% | -32.1% |
| All | -9.8% | +78.0% | -87.7% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling