+151.2%
DVA vs BAM
+78.0%
+73.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +1.8% | -2.0% | +3.8% | +2.0% |
| 30D | -2.5% | -2.9% | +0.4% | -2.3% |
| 3M | -4.3% | +9.4% | -13.6% | -5.5% |
| 6M | +18.9% | +10.8% | +8.1% | +16.9% |
| YTD | +61.9% | -0.4% | +62.4% | +61.4% |
| 1Y | +35.7% | -10.9% | +46.6% | +37.8% |
| 3Y | +78.6% | +61.3% | +17.4% | +57.6% |
| All | +151.2% | +78.0% | +73.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling