+107.6%
DGX vs BAM
+85.6%
+22.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | +1.6% | -2.7% | +4.2% | +1.8% |
| 30D | +11.2% | +15.5% | -4.3% | +10.0% |
| 3M | +10.4% | -6.9% | +17.2% | +10.8% |
| 6M | +37.1% | +9.9% | +27.2% | +35.9% |
| YTD | +52.1% | +1.4% | +50.7% | +51.5% |
| 1Y | +40.7% | +3.3% | +37.4% | +39.9% |
| 3Y | +107.6% | +83.6% | +23.9% | +93.2% |
| All | +107.6% | +85.6% | +22.0% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling