+22.1%
DIS vs BAM
+86.2%
-64.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +5.2% | +9.7% | -4.5% | +1.6% |
| 30D | +11.5% | +19.0% | -7.5% | +4.4% |
| 3M | +11.5% | +0.6% | +11.0% | +10.9% |
| 6M | +8.9% | +11.1% | -2.2% | +4.0% |
| YTD | +3.4% | +4.2% | -0.8% | +0.6% |
| 1Y | +7.2% | +3.3% | +3.9% | +4.6% |
| 3Y | +43.3% | +88.8% | -45.4% | +7.9% |
| All | +22.1% | +86.2% | -64.1% | -9.3% |
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