-37.5%
DG vs BAM
+90.5%
-128.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +2.0% |
| 7D | +0.7% | +5.3% | -4.6% | +0.2% |
| 30D | +7.4% | +18.1% | -10.7% | +6.0% |
| 3M | +8.5% | +4.2% | +4.3% | +7.9% |
| 6M | +21.9% | +11.1% | +10.8% | +20.6% |
| YTD | +4.9% | +6.6% | -1.7% | +3.6% |
| 1Y | +40.4% | +6.2% | +34.2% | +38.6% |
| 3Y | +23.5% | +95.0% | -71.5% | +14.5% |
| All | -37.5% | +90.5% | -128.0% | -41.0% |
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 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