+3.9%
DAR vs BAM
+71.9%
-68.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.4% | +4.0% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | +13.0% | -6.0% | +19.0% | +14.7% |
| 3M | +15.0% | +7.3% | +7.7% | +11.3% |
| 6M | +26.8% | +8.2% | +18.6% | +21.7% |
| YTD | +86.4% | -3.8% | +90.3% | +86.0% |
| 1Y | +115.1% | -10.7% | +125.8% | +119.9% |
| 3Y | +14.6% | +55.3% | -40.7% | -10.1% |
| All | +3.9% | +71.9% | -68.0% | -21.5% |
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