+2.1%
EWZ vs BAM
-1.2%
+3.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.8% | -2.7% | +3.4% | +1.3% |
| 30D | -24.4% | +15.5% | -39.9% | -26.7% |
| 3M | -4.6% | -6.9% | +2.3% | -2.8% |
| 6M | -11.6% | +9.9% | -21.5% | -14.3% |
| YTD | +2.4% | +1.4% | +1.0% | -0.7% |
| 1Y | +2.1% | +3.3% | -1.2% | -1.3% |
| All | +2.1% | -1.2% | +3.3% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling