-13.9%
DT vs BAM
+89.3%
-103.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.4% |
| 7D | -5.4% | -2.9% | -2.6% | -4.3% |
| 30D | -32.2% | +14.7% | -46.9% | -36.2% |
| 3M | -10.9% | -4.1% | -6.8% | -9.4% |
| 6M | +10.0% | +9.6% | +0.4% | +5.0% |
| YTD | +2.1% | +3.4% | -1.3% | -0.3% |
| 1Y | -5.5% | +1.0% | -6.5% | -7.0% |
| All | -13.9% | +89.3% | -103.2% | -26.5% |
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