+24.5%
DIS vs BAM
+81.2%
-56.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.9% | -2.7% | +4.6% | +2.9% |
| 30D | +9.2% | +15.5% | -6.4% | +3.4% |
| 3M | +13.5% | -6.9% | +20.4% | +16.2% |
| 6M | +14.3% | +9.9% | +4.4% | +9.6% |
| YTD | +5.4% | +1.4% | +4.0% | +3.6% |
| 1Y | +12.2% | +3.3% | +8.9% | +9.2% |
| 3Y | +37.2% | +83.6% | -46.4% | +4.3% |
| All | +24.5% | +81.2% | -56.8% | -6.7% |
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