+157.4%
EWY vs BAM
+81.2%
+76.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +4.2% | -2.7% | +6.9% | +5.3% |
| 30D | -10.7% | +15.5% | -26.2% | -15.7% |
| 3M | -20.1% | -6.9% | -13.2% | -18.0% |
| 6M | -24.3% | +9.9% | -34.2% | -27.4% |
| YTD | +46.9% | +1.4% | +45.5% | +44.3% |
| 1Y | +55.2% | +3.3% | +51.9% | +51.3% |
| 3Y | +157.0% | +83.6% | +73.3% | +97.6% |
| All | +157.4% | +81.2% | +76.2% | +94.8% |
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