+34.3%
DTE vs BAM
+71.9%
-37.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.2% |
| 7D | +0.9% | -1.6% | +2.5% | +1.0% |
| 30D | -1.9% | -6.0% | +4.1% | -1.3% |
| 3M | -3.3% | +7.3% | -10.7% | -4.3% |
| 6M | -7.1% | +8.2% | -15.3% | -8.3% |
| YTD | +8.1% | -3.8% | +12.0% | +8.2% |
| 1Y | +5.3% | -10.7% | +16.0% | +6.3% |
| 3Y | +48.2% | +55.3% | -7.2% | +34.7% |
| All | +34.3% | +71.9% | -37.5% | +20.6% |
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