-5.6%
DPZ vs BAM
+84.5%
-90.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.0% |
| 7D | +9.5% | +7.9% | +1.6% | +7.6% |
| 30D | +12.8% | +16.0% | -3.2% | +9.2% |
| 3M | -6.2% | +0.6% | -6.9% | -6.6% |
| 6M | +4.3% | +10.5% | -6.2% | +1.8% |
| YTD | -16.6% | +3.2% | -19.8% | -17.8% |
| 1Y | -12.8% | +1.0% | -13.9% | -13.8% |
| 3Y | -0.8% | +84.2% | -85.1% | -15.1% |
| All | -5.6% | +84.5% | -90.1% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling