+54.2%
ESTC vs BAM
+81.2%
-27.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +2.4% | -2.7% | +5.1% | +3.9% |
| 30D | -4.2% | +15.5% | -19.8% | -12.1% |
| 3M | +2.5% | -6.9% | +9.3% | +6.1% |
| 6M | +81.5% | +9.9% | +71.6% | +70.6% |
| YTD | +16.8% | +1.4% | +15.5% | +14.8% |
| 1Y | -3.5% | +3.3% | -6.7% | -6.1% |
| 3Y | +17.7% | +83.6% | -65.9% | -13.4% |
| All | +54.2% | +81.2% | -27.0% | +12.4% |
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 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