+47.3%
ESTC vs BAM
+84.5%
-37.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.0% | -3.1% | -4.5% |
| 7D | -18.5% | +7.9% | -26.4% | -22.2% |
| 30D | -11.0% | +16.0% | -27.0% | -18.4% |
| 3M | +20.8% | +0.6% | +20.1% | +19.8% |
| 6M | +67.9% | +10.5% | +57.4% | +57.4% |
| YTD | +11.6% | +3.2% | +8.4% | +8.6% |
| 1Y | -3.3% | +1.0% | -4.3% | -4.9% |
| 3Y | +16.4% | +84.2% | -67.8% | -14.7% |
| All | +47.3% | +84.5% | -37.2% | +6.4% |
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