+70.7%
EXPD vs BAM
+78.0%
-7.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.1% | -2.0% | +0.8% | -0.6% |
| 30D | +4.1% | -2.9% | +7.0% | +4.7% |
| 3M | +17.9% | +9.4% | +8.5% | +14.7% |
| 6M | +29.2% | +10.8% | +18.5% | +24.9% |
| YTD | +27.4% | -0.4% | +27.8% | +26.6% |
| 1Y | +56.8% | -10.9% | +67.7% | +60.5% |
| 3Y | +68.0% | +61.3% | +6.8% | +39.5% |
| All | +70.7% | +78.0% | -7.3% | +36.0% |
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