-100.0%
DFNS vs BAM
+80.8%
-180.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.2% | -17.2% | -19.8% |
| 7D | -12.7% | -2.0% | -10.7% | -13.1% |
| 30D | -65.2% | +13.7% | -78.9% | -64.1% |
| 3M | -94.6% | -4.8% | -89.8% | -94.6% |
| 6M | -96.2% | +7.6% | -103.9% | -96.2% |
| YTD | -99.6% | +1.2% | -100.8% | -99.6% |
| 1Y | -99.7% | -2.3% | -97.4% | -99.7% |
| 3Y | -100.0% | +84.1% | -184.1% | -100.0% |
| All | -100.0% | +80.8% | -180.8% | -100.0% |
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