+84.0%
RBA vs BAM
+86.2%
-2.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.6% |
| 7D | +4.3% | +9.7% | -5.4% | +1.3% |
| 30D | +16.3% | +19.0% | -2.7% | +10.2% |
| 3M | +1.3% | +0.6% | +0.8% | +0.8% |
| 6M | -11.1% | +11.1% | -22.1% | -14.6% |
| YTD | -8.5% | +4.2% | -12.6% | -10.6% |
| 1Y | -2.1% | +3.3% | -5.5% | -4.3% |
| 3Y | +44.6% | +88.8% | -44.2% | +16.1% |
| All | +84.0% | +86.2% | -2.2% | +48.6% |
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 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