+98.5%
DAL vs BAM
+61.4%
+37.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.4% |
| 7D | +0.1% | -2.0% | +2.1% | +1.5% |
| 30D | -13.9% | -2.9% | -11.0% | -12.4% |
| 3M | +1.1% | +9.4% | -8.3% | -5.3% |
| 6M | +26.2% | +10.8% | +15.5% | +17.1% |
| YTD | +16.4% | -0.4% | +16.9% | +15.4% |
| 1Y | +33.9% | -10.9% | +44.7% | +42.4% |
| All | +98.5% | +61.4% | +37.1% | +40.0% |
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