+48.3%
DUK vs BAM
+84.8%
-36.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | -0.6% | -2.9% | +2.2% | -0.5% |
| 30D | +9.4% | +14.7% | -5.3% | +8.8% |
| 3M | +5.4% | -4.1% | +9.6% | +5.5% |
| 6M | +4.9% | +9.6% | -4.7% | +4.5% |
| YTD | +12.7% | +3.4% | +9.3% | +12.5% |
| 1Y | +7.8% | +1.0% | +6.7% | +7.7% |
| 3Y | +63.3% | +88.2% | -24.9% | +50.1% |
| All | +48.3% | +84.8% | -36.5% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling