+147.6%
RBRK vs BAM
+38.4%
+109.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | +0.4% |
| 7D | +3.7% | -1.6% | +5.2% | +4.9% |
| 30D | +1.7% | -6.0% | +7.7% | +6.4% |
| 3M | +27.7% | +7.3% | +20.4% | +20.2% |
| 6M | +60.3% | +8.2% | +52.1% | +49.2% |
| YTD | +19.8% | -3.8% | +23.7% | +21.3% |
| 1Y | -4.2% | -10.7% | +6.6% | +3.0% |
| All | +147.6% | +38.4% | +109.2% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling