+85.5%
RBA vs BAM
+80.8%
+4.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.8% |
| 7D | -0.5% | -2.0% | +1.5% | +0.1% |
| 30D | +6.8% | +13.7% | -6.8% | +2.7% |
| 3M | +9.5% | -4.8% | +14.2% | +10.8% |
| 6M | -8.2% | +7.6% | -15.8% | -11.0% |
| YTD | -7.7% | +1.2% | -8.9% | -9.1% |
| 1Y | -6.9% | -2.3% | -4.6% | -7.4% |
| 3Y | +61.6% | +84.1% | -22.4% | +30.9% |
| All | +85.5% | +80.8% | +4.7% | +51.1% |
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