+449.0%
RCL vs BAM
+81.2%
+367.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.2% | -2.7% | +1.5% | +0.5% |
| 30D | +17.8% | +15.5% | +2.3% | +8.3% |
| 3M | +4.9% | -6.9% | +11.8% | +9.3% |
| 6M | +23.7% | +9.9% | +13.8% | +16.1% |
| YTD | +17.8% | +1.4% | +16.4% | +15.3% |
| 1Y | +28.9% | +3.3% | +25.7% | +24.4% |
| 3Y | +241.9% | +83.6% | +158.2% | +146.5% |
| All | +449.0% | +81.2% | +367.8% | +280.7% |
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