+10.0%
REPL vs BAM
+80.8%
-70.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.5% |
| 7D | +9.8% | -2.0% | +11.8% | +10.4% |
| 30D | +81.5% | +13.7% | +67.8% | +76.5% |
| 3M | +44.2% | -4.8% | +49.0% | +45.3% |
| 6M | +437.4% | +7.6% | +429.8% | +425.2% |
| YTD | +126.1% | +1.2% | +125.0% | +122.0% |
| 1Y | +143.1% | -2.3% | +145.4% | +140.9% |
| 3Y | +97.8% | +84.1% | +13.7% | +45.4% |
| All | +10.0% | +80.8% | -70.8% | -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