+37.6%
EQT vs BAM
+66.2%
-28.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -2.0% | -6.6% | +4.6% | -0.1% |
| 30D | 0.0% | -12.4% | +12.5% | +3.8% |
| 3M | +5.9% | +2.4% | +3.6% | +4.6% |
| 6M | -14.8% | +7.9% | -22.7% | -17.8% |
| YTD | +1.8% | -7.0% | +8.8% | +2.6% |
| 1Y | +7.4% | -13.4% | +20.8% | +10.7% |
| 3Y | +33.6% | +46.9% | -13.2% | +10.3% |
| All | +37.6% | +66.2% | -28.6% | +4.7% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling