+131.1%
EQX vs BAM
+85.6%
+45.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -10.5% | -2.7% | -7.8% | -9.3% |
| 30D | +0.2% | +15.5% | -15.3% | -5.2% |
| 3M | -7.9% | -6.9% | -1.1% | -5.4% |
| 6M | -28.6% | +9.9% | -38.5% | -30.9% |
| YTD | -26.3% | +1.4% | -27.6% | -27.6% |
| 1Y | -20.2% | +3.3% | -23.5% | -22.1% |
| 3Y | +131.1% | +83.6% | +47.5% | +50.5% |
| All | +131.1% | +85.6% | +45.5% | +50.5% |
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