+0.2%
REPL vs BAM
+84.5%
-84.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.5% |
| 7D | +15.1% | +7.9% | +7.2% | +13.0% |
| 30D | +51.1% | +16.0% | +35.1% | +46.2% |
| 3M | +69.2% | +0.6% | +68.6% | +68.3% |
| 6M | +597.6% | +10.5% | +587.1% | +578.0% |
| YTD | +106.0% | +3.2% | +102.7% | +101.1% |
| 1Y | +133.3% | +1.0% | +132.3% | +129.1% |
| 3Y | +41.0% | +84.2% | -43.2% | +3.9% |
| All | +0.2% | +84.5% | -84.3% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling