+242.4%
EWY vs BAM
+71.9%
+170.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.9% |
| 7D | +8.0% | -1.6% | +9.6% | +8.7% |
| 30D | +14.3% | -6.0% | +20.3% | +16.9% |
| 3M | +2.3% | +7.3% | -5.0% | -1.0% |
| 6M | +49.9% | +8.2% | +41.6% | +45.0% |
| YTD | +95.3% | -3.8% | +99.2% | +96.1% |
| 1Y | +161.7% | -10.7% | +172.5% | +169.5% |
| 3Y | +230.2% | +55.3% | +174.8% | +168.6% |
| All | +242.4% | +71.9% | +170.5% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling