+46.7%
DBX vs BAM
+78.0%
-31.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -2.6% |
| 7D | -2.4% | -2.0% | -0.5% | -1.8% |
| 30D | -0.5% | -2.9% | +2.4% | +0.5% |
| 3M | +28.1% | +9.4% | +18.7% | +24.3% |
| 6M | +33.1% | +10.8% | +22.3% | +28.4% |
| YTD | +25.3% | -0.4% | +25.7% | +24.7% |
| 1Y | +18.3% | -10.9% | +29.2% | +21.7% |
| 3Y | +25.0% | +61.3% | -36.2% | +7.5% |
| All | +46.7% | +78.0% | -31.3% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling