+423.2%
RDW vs BAM
+66.2%
+356.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -6.6% | +7.5% | +8.1% |
| 30D | -21.3% | -12.4% | -8.8% | -10.0% |
| 3M | -37.9% | +2.4% | -40.2% | -40.7% |
| 6M | +12.3% | +7.9% | +4.3% | +3.3% |
| YTD | +39.7% | -7.0% | +46.8% | +49.6% |
| 1Y | +25.7% | -13.4% | +39.1% | +45.6% |
| 3Y | +230.8% | +46.9% | +184.0% | +170.1% |
| All | +423.2% | +66.2% | +356.9% | +292.4% |
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 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