-36.1%
ETHA vs BAM
+35.7%
-71.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.7% |
| 7D | -0.2% | +9.7% | -9.9% | -7.8% |
| 30D | -13.4% | +19.0% | -32.4% | -25.7% |
| 3M | +16.5% | +0.6% | +15.9% | +14.9% |
| 6M | -5.3% | +11.1% | -16.4% | -15.1% |
| YTD | -25.2% | +4.2% | -29.4% | -29.3% |
| 1Y | -32.9% | +3.3% | -36.2% | -35.9% |
| All | -36.1% | +35.7% | -71.8% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling