+92.6%
EWJ vs BAM
+78.0%
+14.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +2.5% | -2.0% | +4.5% | +3.1% |
| 30D | +3.3% | -2.9% | +6.2% | +4.1% |
| 3M | +5.0% | +9.4% | -4.4% | +1.8% |
| 6M | +11.5% | +10.8% | +0.8% | +7.4% |
| YTD | +22.4% | -0.4% | +22.8% | +21.4% |
| 1Y | +30.2% | -10.9% | +41.1% | +33.3% |
| 3Y | +72.8% | +61.3% | +11.6% | +47.4% |
| All | +92.6% | +78.0% | +14.6% | +60.4% |
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 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