+63.0%
DGX vs BAM
+66.1%
-3.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | -3.5% | -6.1% | +2.6% | -3.1% |
| 30D | -2.7% | -13.8% | +11.2% | -1.8% |
| 3M | +13.9% | +4.4% | +9.5% | +13.5% |
| 6M | +16.0% | +6.4% | +9.6% | +15.4% |
| YTD | +34.9% | -7.1% | +42.0% | +35.3% |
| 1Y | +30.6% | -11.8% | +42.4% | +31.3% |
| 3Y | +93.0% | +50.2% | +42.8% | +84.8% |
| All | +63.0% | +66.1% | -3.2% | +56.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling