+61.7%
DIA vs BAM
+88.1%
-26.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +0.9% | +5.0% | -4.1% | -0.4% |
| 30D | +1.1% | +16.6% | -15.5% | -3.2% |
| 3M | -2.9% | +2.2% | -5.1% | -3.7% |
| 6M | +5.9% | +9.7% | -3.8% | +2.7% |
| YTD | +9.8% | +5.2% | +4.5% | +7.2% |
| 1Y | +11.7% | +3.9% | +7.8% | +9.4% |
| 3Y | +59.5% | +91.5% | -32.0% | +33.8% |
| All | +61.7% | +88.1% | -26.4% | +35.2% |
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 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