+57.9%
ESTC vs BAM
+90.5%
-32.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.5% | +3.6% |
| 7D | -1.2% | +5.3% | -6.4% | -3.9% |
| 30D | -8.1% | +18.1% | -26.2% | -16.6% |
| 3M | +20.2% | +4.2% | +15.9% | +17.1% |
| 6M | +72.7% | +11.1% | +61.7% | +61.7% |
| YTD | +19.6% | +6.6% | +13.0% | +14.4% |
| 1Y | +0.3% | +6.2% | -5.9% | -4.0% |
| 3Y | +22.8% | +95.0% | -72.2% | -12.3% |
| All | +57.9% | +90.5% | -32.7% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling