+139.2%
DOCN vs BAM
+86.2%
+53.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.9% |
| 7D | -19.2% | +9.7% | -28.9% | -24.0% |
| 30D | -43.1% | +19.0% | -62.0% | -49.3% |
| 3M | -40.7% | +0.6% | -41.3% | -41.8% |
| 6M | -55.0% | +11.1% | -66.1% | -59.3% |
| YTD | +50.6% | +4.2% | +46.4% | +42.2% |
| 1Y | +54.0% | +3.3% | +50.6% | +46.3% |
| 3Y | +203.9% | +88.8% | +115.1% | +105.3% |
| All | +139.2% | +86.2% | +53.0% | +59.9% |
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 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