+228.6%
EWY vs BAM
+66.6%
+162.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.3% |
| 7D | +4.8% | -2.0% | +6.8% | +5.7% |
| 30D | +11.7% | -2.9% | +14.6% | +12.8% |
| 3M | -7.4% | +9.4% | -16.8% | -11.1% |
| 6M | +40.6% | +10.8% | +29.8% | +34.2% |
| YTD | +94.3% | -0.4% | +94.7% | +92.2% |
| 1Y | +164.3% | -10.9% | +175.1% | +172.4% |
| All | +228.6% | +66.6% | +162.1% | +147.5% |
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