+9.6%
REPL vs BAM
+81.2%
-71.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.2% | -2.7% | +3.9% | +1.9% |
| 30D | +92.2% | +15.5% | +76.7% | +86.2% |
| 3M | +44.1% | -6.9% | +51.0% | +45.8% |
| 6M | +313.0% | +9.9% | +303.1% | +302.1% |
| YTD | +125.2% | +1.4% | +123.8% | +120.9% |
| 1Y | +143.8% | +3.3% | +140.5% | +137.3% |
| 3Y | +104.2% | +83.6% | +20.6% | +50.3% |
| All | +9.6% | +81.2% | -71.7% | -18.5% |
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