+33.7%
RBA vs BAM
+61.4%
-27.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -2.9% | -2.0% | -1.0% | -2.3% |
| 30D | -12.3% | -2.9% | -9.4% | -11.6% |
| 3M | -20.5% | +9.4% | -29.9% | -23.3% |
| 6M | -18.5% | +10.8% | -29.3% | -22.0% |
| YTD | -18.2% | -0.4% | -17.8% | -19.0% |
| 1Y | -27.5% | -10.9% | -16.6% | -25.7% |
| All | +33.7% | +61.4% | -27.7% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling