+24.7%
DIS vs BAM
+88.1%
-63.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.5% |
| 7D | +4.4% | +5.0% | -0.6% | +2.5% |
| 30D | +10.3% | +16.6% | -6.3% | +4.1% |
| 3M | +15.5% | +2.2% | +13.3% | +14.2% |
| 6M | +11.2% | +9.7% | +1.5% | +6.8% |
| YTD | +5.6% | +5.2% | +0.3% | +2.3% |
| 1Y | +7.7% | +3.9% | +3.8% | +4.9% |
| 3Y | +39.3% | +91.5% | -52.3% | +4.3% |
| All | +24.7% | +88.1% | -63.4% | -7.7% |
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