+13.7%
DT vs BAM
+81.2%
-67.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +3.1% | -2.7% | +5.8% | +4.2% |
| 30D | -29.5% | +15.5% | -45.0% | -33.6% |
| 3M | -11.7% | -6.9% | -4.9% | -9.5% |
| 6M | +29.0% | +9.9% | +19.1% | +23.3% |
| YTD | +3.4% | +1.4% | +2.0% | +1.8% |
| 1Y | -4.2% | +3.3% | -7.5% | -6.4% |
| 3Y | -12.8% | +83.6% | -96.5% | -27.9% |
| All | +13.7% | +81.2% | -67.5% | -6.3% |
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