+33.4%
EWZ vs BAM
+84.5%
-51.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.6% |
| 7D | -4.2% | +7.9% | -12.1% | -6.4% |
| 30D | -26.1% | +16.0% | -42.2% | -29.5% |
| 3M | -12.0% | +0.6% | -12.7% | -12.6% |
| 6M | -19.3% | +10.5% | -29.8% | -22.3% |
| YTD | +0.9% | +3.2% | -2.3% | -1.4% |
| 1Y | +3.4% | +1.0% | +2.4% | +1.6% |
| 3Y | +18.6% | +84.2% | -65.6% | -5.9% |
| All | +33.4% | +84.5% | -51.1% | +5.1% |
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