+63.8%
EW vs BAM
+89.3%
-25.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.1% |
| 7D | +6.5% | -2.9% | +9.3% | +7.1% |
| 30D | +22.5% | +14.7% | +7.8% | +19.3% |
| 3M | +13.0% | -4.1% | +17.1% | +13.6% |
| 6M | +37.1% | +9.6% | +27.5% | +34.4% |
| YTD | +24.1% | +3.4% | +20.7% | +22.5% |
| 1Y | +24.2% | +1.0% | +23.2% | +23.0% |
| All | +63.8% | +89.3% | -25.5% | +40.5% |
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