+13.9%
DAR vs BAM
+85.9%
-72.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -9.9% | +9.7% | -19.7% | -12.2% |
| 30D | -16.4% | +19.0% | -35.4% | -20.5% |
| 3M | -17.1% | +0.6% | -17.6% | -17.4% |
| 6M | -20.5% | +11.1% | -31.6% | -23.7% |
| YTD | +39.4% | +4.2% | +35.2% | +36.0% |
| 1Y | +57.2% | +3.3% | +53.9% | +53.4% |
| 3Y | +13.9% | +88.8% | -74.9% | -26.6% |
| All | +13.9% | +85.9% | -72.0% | -26.6% |
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