-24.7%
REPL vs BAM
+78.0%
-102.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.8% |
| 7D | -3.0% | -2.0% | -1.0% | -2.6% |
| 30D | +27.1% | -2.9% | +30.1% | +27.7% |
| 3M | +52.4% | +9.4% | +43.0% | +49.2% |
| 6M | +107.4% | +10.8% | +96.7% | +99.8% |
| YTD | +54.7% | -0.4% | +55.2% | +52.6% |
| 1Y | +158.9% | -10.9% | +169.7% | +162.9% |
| 3Y | -23.7% | +61.3% | -85.0% | -41.2% |
| All | -24.7% | +78.0% | -102.7% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling