-38.8%
DG vs BAM
+86.2%
-125.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.2% |
| 7D | +1.1% | +9.7% | -8.6% | +0.3% |
| 30D | +9.5% | +19.0% | -9.5% | +8.1% |
| 3M | +5.5% | +0.6% | +4.9% | +5.1% |
| 6M | +16.1% | +11.1% | +5.0% | +15.0% |
| YTD | +2.7% | +4.2% | -1.5% | +1.6% |
| 1Y | +42.1% | +3.3% | +38.8% | +40.6% |
| 3Y | +19.3% | +88.8% | -69.5% | +10.9% |
| All | -38.8% | +86.2% | -125.0% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling