-40.9%
ETHA vs BAM
+37.1%
-78.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.2% |
| 7D | -10.2% | +5.0% | -15.2% | -13.8% |
| 30D | -17.0% | +16.6% | -33.6% | -27.5% |
| 3M | +9.6% | +2.2% | +7.4% | +6.5% |
| 6M | -11.3% | +9.7% | -21.0% | -19.6% |
| YTD | -30.9% | +5.2% | -36.2% | -35.3% |
| 1Y | -42.6% | +3.9% | -46.5% | -45.4% |
| All | -40.9% | +37.1% | -78.0% | -62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling