+133.3%
DOCN vs BAM
+84.5%
+48.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.0% | -12.8% | -13.9% |
| 7D | -29.3% | +7.9% | -37.2% | -32.8% |
| 30D | -46.0% | +16.0% | -62.1% | -51.2% |
| 3M | -43.2% | +0.6% | -43.8% | -44.3% |
| 6M | -53.7% | +10.5% | -64.2% | -58.0% |
| YTD | +46.9% | +3.2% | +43.7% | +39.5% |
| 1Y | +54.3% | +1.0% | +53.3% | +48.9% |
| 3Y | +185.5% | +84.2% | +101.3% | +95.3% |
| All | +133.3% | +84.5% | +48.8% | +56.9% |
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