-100.0%
DFNS vs BAM
+81.2%
-181.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.4% |
| 7D | -6.0% | -2.7% | -3.3% | -6.6% |
| 30D | -71.2% | +15.5% | -86.7% | -70.2% |
| 3M | -94.5% | -6.9% | -87.7% | -94.6% |
| 6M | -96.5% | +9.9% | -106.4% | -96.5% |
| YTD | -99.6% | +1.4% | -101.0% | -99.7% |
| 1Y | -99.7% | +3.3% | -103.0% | -99.7% |
| 3Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +81.2% | -181.2% | -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 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