+34.6%
DG vs BAM
+2.1%
+32.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -3.0% | -2.9% | -0.1% | -2.1% |
| 30D | +8.6% | +14.7% | -6.1% | +4.7% |
| 3M | +15.0% | -4.1% | +19.2% | +15.1% |
| 6M | +32.7% | +9.6% | +23.1% | +28.7% |
| YTD | +5.5% | +3.4% | +2.1% | +2.0% |
| 1Y | +34.6% | +1.0% | +33.6% | +29.7% |
| All | +34.6% | +2.1% | +32.5% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling