+83.8%
DGX vs BAM
+80.8%
+3.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | +1.9% | -2.0% | +3.9% | +2.1% |
| 30D | +12.7% | +13.7% | -1.0% | +11.7% |
| 3M | +9.6% | -4.8% | +14.4% | +9.8% |
| 6M | +37.6% | +7.6% | +30.0% | +36.7% |
| YTD | +52.1% | +1.2% | +51.0% | +51.6% |
| 1Y | +41.3% | -2.3% | +43.6% | +41.1% |
| 3Y | +106.9% | +84.1% | +22.8% | +96.2% |
| All | +83.8% | +80.8% | +3.0% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling