+3.9%
ES vs BAM
+15.2%
-11.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.1% | +1.4% |
| 7D | +5.3% | +14.2% | -8.9% | +3.9% |
| 30D | +8.9% | +21.0% | -12.1% | +7.0% |
| 3M | -1.9% | +5.2% | -7.1% | -3.2% |
| 6M | +3.9% | +16.0% | -12.1% | +1.8% |
| All | +3.9% | +15.2% | -11.3% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling