+57.3%
DLR vs BAM
+85.2%
-27.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.0% |
| 7D | +5.0% | -2.0% | +7.0% | +5.7% |
| 30D | +3.0% | +13.7% | -10.7% | -1.7% |
| 3M | -6.3% | -4.8% | -1.5% | -4.9% |
| 6M | -4.8% | +7.6% | -12.4% | -8.1% |
| YTD | +21.0% | +1.2% | +19.9% | +18.8% |
| 1Y | +15.1% | -2.3% | +17.4% | +14.5% |
| All | +57.3% | +85.2% | -27.8% | +22.8% |
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 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