+38.8%
DG vs BAM
+5.0%
+33.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.4% |
| 7D | +0.7% | +5.3% | -4.6% | -0.9% |
| 30D | +7.4% | +18.1% | -10.7% | +2.6% |
| 3M | +8.5% | +4.2% | +4.3% | +6.3% |
| 6M | +21.9% | +11.1% | +10.8% | +17.5% |
| YTD | +4.9% | +6.6% | -1.7% | +0.5% |
| All | +38.8% | +5.0% | +33.8% | +32.3% |
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 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