+70.7%
BAM vs RJF
+58.6%
+12.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.0% |
| 7D | -3.9% | -0.3% | -3.7% | -3.8% |
| 30D | -8.8% | -2.0% | -6.8% | -7.7% |
| 3M | +2.2% | +16.3% | -14.1% | -6.8% |
| 6M | +5.9% | +16.9% | -11.0% | -3.9% |
| YTD | -6.1% | +10.4% | -16.5% | -12.3% |
| 1Y | -11.6% | +7.4% | -19.0% | -16.0% |
| 3Y | +51.7% | +72.2% | -20.5% | +11.6% |
| All | +70.7% | +58.6% | +12.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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