+31.9%
DECK vs BAM
+78.0%
-46.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.3% |
| 7D | -2.2% | -2.0% | -0.2% | -1.3% |
| 30D | -13.6% | -2.9% | -10.7% | -12.6% |
| 3M | -21.2% | +9.4% | -30.6% | -24.6% |
| 6M | -21.1% | +10.8% | -31.8% | -25.0% |
| YTD | -17.2% | -0.4% | -16.8% | -18.0% |
| 1Y | -30.7% | -10.9% | -19.9% | -28.0% |
| 3Y | -3.4% | +61.3% | -64.6% | -14.4% |
| All | +31.9% | +78.0% | -46.1% | +13.6% |
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