-100.0%
DFNS vs BAM
+88.1%
-188.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.3% | +14.1% | +12.5% |
| 7D | -37.0% | +5.0% | -41.9% | -36.0% |
| 30D | -63.4% | +16.6% | -80.0% | -62.0% |
| 3M | -94.1% | +2.2% | -96.3% | -94.0% |
| 6M | -96.3% | +9.7% | -106.0% | -96.3% |
| YTD | -99.6% | +5.2% | -104.8% | -99.6% |
| 1Y | -99.7% | +3.9% | -103.6% | -99.7% |
| 3Y | -100.0% | +91.5% | -191.5% | -100.0% |
| All | -100.0% | +88.1% | -188.1% | -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