+109.3%
RF vs BAM
+84.2%
+25.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -0.7% |
| 7D | -1.6% | +7.9% | -9.6% | -5.4% |
| 30D | +5.0% | +16.0% | -11.0% | -2.6% |
| 3M | -10.0% | +0.6% | -10.6% | -10.8% |
| 6M | +3.3% | +10.5% | -7.2% | -2.8% |
| YTD | +7.9% | +3.2% | +4.7% | +4.4% |
| 1Y | +21.2% | +1.0% | +20.2% | +18.4% |
| All | +109.3% | +84.2% | +25.1% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling