+63.5%
BAM vs RJF
+77.4%
-13.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.7% |
| 7D | -2.0% | -0.6% | -1.4% | -1.6% |
| 30D | -2.9% | -1.3% | -1.7% | -2.2% |
| 3M | +9.4% | +18.9% | -9.5% | -2.7% |
| 6M | +10.8% | +15.0% | -4.3% | +0.5% |
| YTD | -0.4% | +12.2% | -12.7% | -8.8% |
| 1Y | -10.9% | +5.6% | -16.5% | -14.9% |
| All | +63.5% | +77.4% | -13.9% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling