+45.9%
DBX vs BAM
+86.2%
-40.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | -4.4% | +9.7% | -14.1% | -7.3% |
| 30D | +4.8% | +19.0% | -14.2% | -1.0% |
| 3M | +0.3% | +0.6% | -0.2% | 0.0% |
| 6M | +40.4% | +11.1% | +29.3% | +35.2% |
| YTD | +24.7% | +4.2% | +20.5% | +22.0% |
| 1Y | +20.9% | +3.3% | +17.6% | +18.3% |
| 3Y | +34.5% | +88.8% | -54.3% | +10.8% |
| All | +45.9% | +86.2% | -40.3% | +19.7% |
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