+70.8%
EXPD vs BAM
+84.5%
-13.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.4% | -3.7% |
| 7D | -4.8% | +7.9% | -12.7% | -6.8% |
| 30D | -1.5% | +16.0% | -17.6% | -5.5% |
| 3M | +4.1% | +0.6% | +3.5% | +3.6% |
| 6M | +24.0% | +10.5% | +13.5% | +19.9% |
| YTD | +27.4% | +3.2% | +24.2% | +25.2% |
| 1Y | +38.4% | +1.0% | +37.3% | +36.6% |
| 3Y | +73.2% | +84.2% | -11.0% | +38.3% |
| All | +70.8% | +84.5% | -13.7% | +34.5% |
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