+243.9%
EWY vs BAM
+67.8%
+176.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +1.4% |
| 7D | +6.7% | -3.9% | +10.6% | +8.3% |
| 30D | +17.0% | -8.8% | +25.8% | +21.0% |
| 3M | +3.7% | +2.2% | +1.5% | +2.3% |
| 6M | +42.5% | +5.9% | +36.6% | +39.0% |
| YTD | +96.2% | -6.1% | +102.3% | +98.8% |
| 1Y | +160.4% | -11.6% | +172.0% | +169.2% |
| 3Y | +231.7% | +51.7% | +180.0% | +172.3% |
| All | +243.9% | +67.8% | +176.1% | +168.4% |
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 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