+627.8%
RCAT vs BAM
+78.0%
+549.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.4% |
| 7D | -1.4% | -2.0% | +0.6% | 0.0% |
| 30D | -3.3% | -2.9% | -0.4% | -1.4% |
| 3M | -43.2% | +9.4% | -52.6% | -46.9% |
| 6M | -43.2% | +10.8% | -53.9% | -47.1% |
| YTD | +5.5% | -0.4% | +6.0% | +4.7% |
| 1Y | -1.6% | -10.9% | +9.2% | +6.7% |
| 3Y | +773.7% | +61.3% | +712.4% | +750.1% |
| All | +627.8% | +78.0% | +549.9% | +579.5% |
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