-24.2%
DOCS vs BAM
+78.0%
-102.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | -1.4% | -2.0% | +0.6% | -0.5% |
| 30D | +21.8% | -2.9% | +24.7% | +23.4% |
| 3M | +27.3% | +9.4% | +17.9% | +21.2% |
| 6M | -0.3% | +10.8% | -11.1% | -6.7% |
| YTD | -40.5% | -0.4% | -40.0% | -41.2% |
| 1Y | -61.5% | -10.9% | -50.7% | -59.7% |
| 3Y | +8.2% | +61.3% | -53.1% | -13.7% |
| All | -24.2% | +78.0% | -102.2% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling