+89.4%
DD vs BAM
+84.8%
+4.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | +3.2% | -2.9% | +6.1% | +4.5% |
| 30D | +20.3% | +14.7% | +5.6% | +13.5% |
| 3M | +8.2% | -4.1% | +12.3% | +9.6% |
| 6M | +3.4% | +9.6% | -6.2% | -1.1% |
| YTD | +30.6% | +3.4% | +27.2% | +27.2% |
| 1Y | +30.6% | +1.0% | +29.6% | +28.2% |
| 3Y | +91.1% | +88.2% | +2.9% | +47.1% |
| All | +89.4% | +84.8% | +4.5% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling