+453.2%
RDW vs BAM
+71.9%
+381.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.4% | +10.1% | +10.3% |
| 7D | +9.5% | -1.6% | +11.0% | +10.9% |
| 30D | -17.4% | -6.0% | -11.4% | -12.6% |
| 3M | -39.5% | +7.3% | -46.9% | -45.3% |
| 6M | +31.3% | +8.2% | +23.1% | +20.4% |
| YTD | +47.8% | -3.8% | +51.6% | +52.7% |
| 1Y | +33.8% | -10.7% | +44.6% | +50.1% |
| 3Y | +262.3% | +55.3% | +206.9% | +181.2% |
| All | +453.2% | +71.9% | +381.3% | +300.4% |
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 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