-99.6%
DFNS vs BAM
+4.2%
-103.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.2% | -24.5% | -29.5% |
| 7D | -27.7% | +14.2% | -41.9% | -47.6% |
| 30D | -58.0% | +21.0% | -78.9% | -73.3% |
| 3M | -94.0% | +5.2% | -99.2% | -94.8% |
| 6M | -94.6% | +16.0% | -110.6% | -96.2% |
| YTD | -99.4% | +6.5% | -105.9% | -99.6% |
| 1Y | -99.6% | +4.4% | -104.0% | -99.7% |
| All | -99.6% | +4.2% | -103.9% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling