+34.6%
DKS vs BAM
+66.6%
-31.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.7% |
| 7D | +3.0% | -2.0% | +5.0% | +3.9% |
| 30D | -30.5% | -2.9% | -27.6% | -29.8% |
| 3M | -35.7% | +9.4% | -45.1% | -38.7% |
| 6M | -29.7% | +10.8% | -40.4% | -33.8% |
| YTD | -28.9% | -0.4% | -28.4% | -29.7% |
| 1Y | -35.9% | -10.9% | -25.0% | -33.1% |
| All | +34.6% | +66.6% | -31.9% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling