+40.7%
DKS vs BAM
+81.2%
-40.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +6.3% | -2.7% | +9.0% | +7.6% |
| 30D | +9.3% | +15.5% | -6.2% | +2.8% |
| 3M | -25.3% | -6.9% | -18.4% | -23.1% |
| 6M | -29.2% | +9.9% | -39.1% | -32.6% |
| YTD | -22.7% | +1.4% | -24.1% | -24.1% |
| 1Y | -30.1% | +3.3% | -33.4% | -32.0% |
| 3Y | +45.6% | +83.6% | -38.0% | +12.2% |
| All | +40.7% | +81.2% | -40.5% | +7.0% |
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 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