+153.0%
DASH vs BAM
+61.4%
+91.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -5.0% |
| 7D | -10.6% | -2.0% | -8.6% | -9.6% |
| 30D | +2.2% | -2.9% | +5.1% | +3.6% |
| 3M | +32.3% | +9.4% | +22.9% | +24.9% |
| 6M | +19.1% | +10.8% | +8.4% | +11.6% |
| YTD | -6.5% | -0.4% | -6.1% | -7.7% |
| 1Y | -14.9% | -10.9% | -4.0% | -10.7% |
| All | +153.0% | +61.4% | +91.6% | +54.0% |
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