+64.4%
RBA vs BAM
+78.0%
-13.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.7% |
| 3M | -20.5% | +9.4% | -29.9% | -23.1% |
| 6M | -18.5% | +10.8% | -29.3% | -21.7% |
| YTD | -18.2% | -0.4% | -17.8% | -18.9% |
| 1Y | -27.5% | -10.9% | -16.6% | -25.8% |
| 3Y | +38.1% | +61.3% | -23.2% | +15.7% |
| All | +64.4% | +78.0% | -13.5% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling