+66.1%
DGX vs BAM
+71.9%
-5.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | -1.2% | -6.0% | +4.8% | -0.8% |
| 3M | +19.9% | +7.3% | +12.6% | +19.3% |
| 6M | +19.2% | +8.2% | +11.0% | +18.4% |
| YTD | +37.5% | -3.8% | +41.3% | +37.6% |
| 1Y | +31.3% | -10.7% | +42.0% | +32.0% |
| 3Y | +96.6% | +55.3% | +41.3% | +87.9% |
| All | +66.1% | +71.9% | -5.8% | +59.5% |
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