+46.9%
DTE vs BAM
+63.3%
-16.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.2% | -2.0% | +2.1% | +0.4% |
| 30D | -2.6% | -2.9% | +0.4% | -2.3% |
| 3M | -3.9% | +9.4% | -13.3% | -5.2% |
| 6M | -7.9% | +10.8% | -18.7% | -9.4% |
| YTD | +7.2% | -0.4% | +7.6% | +6.9% |
| 1Y | +3.1% | -10.9% | +13.9% | +4.5% |
| All | +46.9% | +63.3% | -16.4% | +24.2% |
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