+49.2%
DVA vs BAM
+3.7%
+45.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.5% |
| 7D | -1.6% | +5.0% | -6.6% | -1.1% |
| 30D | 0.0% | +16.6% | -16.6% | +2.0% |
| 3M | -2.4% | +2.2% | -4.6% | -3.0% |
| 6M | -9.8% | +9.7% | -19.4% | -9.1% |
| YTD | +57.8% | +5.2% | +52.6% | +60.0% |
| 1Y | +49.2% | +3.9% | +45.3% | +51.2% |
| All | +49.2% | +3.7% | +45.5% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling