-4.6%
DOCS vs BAM
+84.5%
-89.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.2% | -2.8% |
| 7D | -1.3% | +7.9% | -9.3% | -5.1% |
| 30D | +19.4% | +16.0% | +3.4% | +10.8% |
| 3M | +53.4% | +0.6% | +52.8% | +52.5% |
| 6M | +28.8% | +10.5% | +18.2% | +20.9% |
| YTD | -25.1% | +3.2% | -28.3% | -27.3% |
| 1Y | -48.1% | +1.0% | -49.2% | -49.2% |
| 3Y | +51.4% | +84.2% | -32.9% | +15.5% |
| All | -4.6% | +84.5% | -89.1% | -28.1% |
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 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