+149.9%
DVA vs BAM
+67.8%
+82.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.9% |
| 7D | +2.0% | -3.9% | +5.9% | +2.4% |
| 30D | -0.4% | -8.8% | +8.4% | +0.4% |
| 3M | -7.7% | +2.2% | -9.9% | -8.2% |
| 6M | +20.0% | +5.9% | +14.0% | +18.5% |
| YTD | +61.1% | -6.1% | +67.2% | +61.4% |
| 1Y | +33.9% | -11.6% | +45.5% | +35.4% |
| 3Y | +91.5% | +51.7% | +39.9% | +70.0% |
| All | +149.9% | +67.8% | +82.1% | +115.7% |
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