-100.0%
DFNS vs BAM
+90.5%
-190.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -2.5% |
| 7D | -42.8% | +5.3% | -48.1% | -41.9% |
| 30D | -67.6% | +18.1% | -85.6% | -66.2% |
| 3M | -94.9% | +4.2% | -99.1% | -94.8% |
| 6M | -96.7% | +11.1% | -107.8% | -96.7% |
| YTD | -99.6% | +6.6% | -106.2% | -99.6% |
| 1Y | -99.7% | +6.2% | -105.9% | -99.8% |
| 3Y | -100.0% | +95.0% | -195.0% | -100.0% |
| All | -100.0% | +90.5% | -190.5% | -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