+33.9%
DVA vs BAM
-12.6%
+46.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.3% |
| 7D | +2.0% | -3.9% | +5.9% | +1.4% |
| 30D | -0.4% | -8.8% | +8.4% | -1.7% |
| 3M | -7.7% | +2.2% | -9.9% | -7.6% |
| 6M | +20.0% | +5.9% | +14.0% | +20.7% |
| YTD | +61.1% | -6.1% | +67.2% | +61.4% |
| 1Y | +33.9% | -11.6% | +45.5% | +35.2% |
| All | +33.9% | -12.6% | +46.5% | +35.2% |
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