-0.3%
ES vs BAM
+78.0%
-78.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.3% | -2.0% | +2.3% | +0.6% |
| 30D | -2.0% | -2.9% | +1.0% | -1.6% |
| 3M | +1.7% | +9.4% | -7.7% | +0.2% |
| 6M | -3.5% | +10.8% | -14.3% | -5.3% |
| YTD | +7.9% | -0.4% | +8.3% | +7.5% |
| 1Y | +17.2% | -10.9% | +28.0% | +18.7% |
| 3Y | +29.3% | +61.3% | -31.9% | +13.7% |
| All | -0.3% | +78.0% | -78.3% | -13.4% |
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