+242.2%
RCAT vs BAM
+80.8%
+161.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.2% | -6.1% | -6.8% |
| 7D | +15.6% | -2.0% | +17.6% | +17.6% |
| 30D | -24.1% | +13.7% | -37.8% | -31.0% |
| 3M | -61.9% | -4.8% | -57.1% | -60.8% |
| 6M | -64.3% | +7.6% | -71.9% | -66.3% |
| YTD | -50.4% | +1.2% | -51.5% | -51.6% |
| 1Y | -54.0% | -2.3% | -51.8% | -53.8% |
| 3Y | +347.2% | +84.1% | +263.1% | +323.2% |
| All | +242.2% | +80.8% | +161.4% | +214.3% |
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