-0.8%
DOC vs BAM
+78.0%
-78.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -1.5% | -2.0% | +0.5% | -0.9% |
| 30D | -4.8% | -2.9% | -1.8% | -4.1% |
| 3M | +6.9% | +9.4% | -2.5% | +3.4% |
| 6M | +20.7% | +10.8% | +10.0% | +16.1% |
| YTD | +34.1% | -0.4% | +34.6% | +32.8% |
| 1Y | +22.6% | -10.9% | +33.5% | +25.7% |
| 3Y | +20.8% | +61.3% | -40.4% | -7.4% |
| All | -0.8% | +78.0% | -78.7% | -26.9% |
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