+252.3%
DOCN vs BAM
+90.0%
+162.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.2% | -13.4% | -11.3% |
| 7D | -20.0% | +14.2% | -34.3% | -27.5% |
| 30D | -38.8% | +21.0% | -59.7% | -46.8% |
| 3M | -34.8% | +5.2% | -40.0% | -38.4% |
| 6M | -22.8% | +16.0% | -38.8% | -33.1% |
| YTD | +74.6% | +6.5% | +68.1% | +61.0% |
| 1Y | +116.4% | +4.4% | +112.1% | +102.9% |
| All | +252.3% | +90.0% | +162.3% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling