+11.4%
REPL vs BAM
+90.5%
-79.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.6% | +2.4% |
| 7D | +14.2% | +5.3% | +8.9% | +12.8% |
| 30D | +65.9% | +18.1% | +47.8% | +59.8% |
| 3M | +84.6% | +4.2% | +80.4% | +82.0% |
| 6M | +446.9% | +11.1% | +435.8% | +430.4% |
| YTD | +129.0% | +6.6% | +122.4% | +121.9% |
| 1Y | +167.9% | +6.2% | +161.7% | +159.4% |
| 3Y | +93.9% | +95.0% | -1.1% | +40.4% |
| All | +11.4% | +90.5% | -79.1% | -18.2% |
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