-39.4%
DG vs BAM
+78.0%
-117.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +8.4% | -2.0% | +10.4% | +8.5% |
| 30D | +4.9% | -2.9% | +7.9% | +5.1% |
| 3M | +29.3% | +9.4% | +20.0% | +28.6% |
| 6M | -11.3% | +10.8% | -22.0% | -11.8% |
| YTD | +1.8% | -0.4% | +2.2% | +1.2% |
| 1Y | +25.3% | -10.9% | +36.2% | +24.7% |
| 3Y | +9.1% | +61.3% | -52.2% | +2.5% |
| All | -39.4% | +78.0% | -117.3% | -42.4% |
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