+38.4%
EXPD vs BAM
+1.3%
+37.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.4% | -4.0% |
| 7D | -4.8% | +7.9% | -12.7% | -6.0% |
| 30D | -1.5% | +16.0% | -17.6% | -4.0% |
| 3M | +4.1% | +0.6% | +3.5% | +3.8% |
| 6M | +24.0% | +10.5% | +13.5% | +21.3% |
| YTD | +27.4% | +3.2% | +24.2% | +26.9% |
| 1Y | +38.4% | +1.0% | +37.3% | +38.2% |
| All | +38.4% | +1.3% | +37.1% | +38.2% |
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