+22.8%
REPL vs BAM
+9.8%
+13.0%
-3.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1w.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.1% | N/A |
| 7D | +22.8% | +9.7% | +13.1% | N/A |
| All | +22.8% | +9.8% | +13.0% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1w: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1w analysis · Full analysis span regression · Available span rolling