+65.2%
DIA vs BAM
+78.0%
-12.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.2% | -2.0% | +1.8% | +0.3% |
| 30D | -1.5% | -2.9% | +1.4% | -0.8% |
| 3M | +3.8% | +9.4% | -5.6% | +0.9% |
| 6M | +10.3% | +10.8% | -0.5% | +6.6% |
| YTD | +12.1% | -0.4% | +12.5% | +11.3% |
| 1Y | +18.6% | -10.9% | +29.5% | +21.2% |
| 3Y | +60.6% | +61.3% | -0.6% | +40.0% |
| All | +65.2% | +78.0% | -12.8% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling