-100.0%
DFNS vs BAM
+84.8%
-184.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.7% | +14.5% | +12.3% |
| 7D | -13.0% | -2.9% | -10.1% | -13.6% |
| 30D | -56.9% | +14.7% | -71.6% | -55.4% |
| 3M | -93.2% | -4.1% | -89.1% | -93.3% |
| 6M | -95.4% | +9.6% | -105.0% | -95.4% |
| YTD | -99.5% | +3.4% | -102.9% | -99.5% |
| 1Y | -99.6% | +1.0% | -100.7% | -99.7% |
| 3Y | -100.0% | +88.2% | -188.2% | -100.0% |
| All | -100.0% | +84.8% | -184.8% | -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 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