+144.8%
DVA vs BAM
+88.1%
+56.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.2% |
| 7D | -1.6% | +5.0% | -6.6% | -2.1% |
| 30D | 0.0% | +16.6% | -16.6% | -1.6% |
| 3M | -2.4% | +2.2% | -4.6% | -2.9% |
| 6M | -9.8% | +9.7% | -19.4% | -11.1% |
| YTD | +57.8% | +5.2% | +52.6% | +56.1% |
| 1Y | +49.2% | +3.9% | +45.3% | +47.8% |
| 3Y | +116.0% | +91.5% | +24.5% | +85.3% |
| All | +144.8% | +88.1% | +56.7% | +108.6% |
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