+91.4%
RACE vs BAM
+84.5%
+6.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.3% |
| 7D | +5.7% | +7.9% | -2.3% | +2.9% |
| 30D | +9.3% | +16.0% | -6.7% | +3.9% |
| 3M | +3.8% | +0.6% | +3.2% | +3.3% |
| 6M | +29.8% | +10.5% | +19.3% | +25.0% |
| YTD | +15.6% | +3.2% | +12.4% | +13.3% |
| 1Y | +5.1% | +1.0% | +4.0% | +3.5% |
| 3Y | +30.8% | +84.2% | -53.4% | +4.1% |
| All | +91.4% | +84.5% | +6.9% | +50.1% |
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