+60.6%
ESTC vs BAM
+78.0%
-17.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.8% |
| 7D | -8.1% | -2.0% | -6.1% | -7.0% |
| 30D | +31.7% | -2.9% | +34.6% | +33.9% |
| 3M | +41.1% | +9.4% | +31.7% | +33.8% |
| 6M | +77.1% | +10.8% | +66.3% | +66.3% |
| YTD | +21.7% | -0.4% | +22.1% | +21.4% |
| 1Y | +8.4% | -10.9% | +19.2% | +13.7% |
| 3Y | +23.6% | +61.3% | -37.6% | -3.4% |
| All | +60.6% | +78.0% | -17.4% | +18.9% |
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