-53.1%
RCAT vs BAM
+2.7%
-55.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +0.9% | +17.7% | +18.0% |
| 7D | -12.7% | +9.7% | -22.5% | -18.7% |
| 30D | -34.3% | +19.0% | -53.3% | -42.8% |
| 3M | -53.4% | +0.6% | -54.0% | -53.6% |
| 6M | -62.0% | +11.1% | -73.0% | -65.2% |
| YTD | -49.1% | +4.2% | -53.2% | -51.8% |
| 1Y | -53.1% | +3.3% | -56.5% | -55.4% |
| All | -53.1% | +2.7% | -55.8% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling