+60.7%
DE vs BAM
+81.2%
-20.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.3% | -2.7% | +3.0% | +1.0% |
| 30D | +3.6% | +15.5% | -12.0% | -0.3% |
| 3M | +10.2% | -6.9% | +17.1% | +12.1% |
| 6M | +16.6% | +9.9% | +6.7% | +12.9% |
| YTD | +45.8% | +1.4% | +44.4% | +43.5% |
| 1Y | +43.9% | +3.3% | +40.6% | +40.5% |
| 3Y | +89.6% | +83.6% | +6.0% | +51.8% |
| All | +60.7% | +81.2% | -20.5% | +28.4% |
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