+64.1%
DE vs BAM
+88.1%
-24.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.2% |
| 7D | +3.3% | +5.0% | -1.7% | +2.0% |
| 30D | +10.7% | +16.6% | -5.8% | +6.3% |
| 3M | +13.1% | +2.2% | +10.9% | +12.2% |
| 6M | +20.2% | +9.7% | +10.6% | +16.6% |
| YTD | +48.9% | +5.2% | +43.6% | +45.1% |
| 1Y | +46.6% | +3.9% | +42.7% | +43.2% |
| 3Y | +91.4% | +91.5% | -0.2% | +51.6% |
| All | +64.1% | +88.1% | -24.1% | +29.8% |
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