+37.2%
DAR vs BAM
+85.6%
-48.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +11.6% | -2.7% | +14.2% | +12.3% |
| 30D | -10.2% | +15.5% | -25.8% | -14.0% |
| 3M | -14.8% | -6.9% | -8.0% | -13.3% |
| 6M | -10.1% | +9.9% | -20.0% | -13.7% |
| YTD | +55.5% | +1.4% | +54.1% | +52.7% |
| 1Y | +61.7% | +3.3% | +58.4% | +57.0% |
| 3Y | +37.2% | +83.6% | -46.5% | -9.6% |
| All | +37.2% | +85.6% | -48.4% | -9.6% |
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 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