+38.6%
EXPD vs BAM
+2.7%
+36.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | -7.2% | +9.7% | -16.9% | -8.5% |
| 30D | -3.3% | +19.0% | -22.3% | -6.1% |
| 3M | +3.4% | +0.6% | +2.8% | +3.1% |
| 6M | +22.7% | +11.1% | +11.6% | +20.0% |
| YTD | +24.5% | +4.2% | +20.3% | +23.9% |
| 1Y | +38.6% | +3.3% | +35.3% | +38.3% |
| All | +38.6% | +2.7% | +36.0% | +38.3% |
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