+291.3%
RCAT vs BAM
+90.5%
+200.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.3% | +9.1% | +9.8% |
| 7D | +1.1% | +5.3% | -4.1% | -2.5% |
| 30D | -22.0% | +18.1% | -40.1% | -31.0% |
| 3M | -51.1% | +4.2% | -55.4% | -52.8% |
| 6M | -56.6% | +11.1% | -67.7% | -60.0% |
| YTD | -43.3% | +6.6% | -49.9% | -46.7% |
| 1Y | -51.5% | +6.2% | -57.7% | -54.0% |
| 3Y | +411.4% | +95.0% | +316.3% | +365.9% |
| All | +291.3% | +90.5% | +200.8% | +246.2% |
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 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