+88.4%
RACE vs BAM
+84.8%
+3.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -3.9% | -2.9% | -1.0% | -2.9% |
| 30D | +6.8% | +14.7% | -7.9% | +1.9% |
| 3M | +1.3% | -4.1% | +5.5% | +2.5% |
| 6M | +26.3% | +9.6% | +16.7% | +21.9% |
| YTD | +13.8% | +3.4% | +10.4% | +11.4% |
| 1Y | -0.5% | +1.0% | -1.5% | -2.0% |
| 3Y | +25.6% | +88.2% | -62.6% | -0.7% |
| All | +88.4% | +84.8% | +3.6% | +47.6% |
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