-7.8%
RGEN vs BAM
+86.2%
-94.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.5% |
| 7D | -1.9% | +9.7% | -11.7% | -6.9% |
| 30D | +3.7% | +19.0% | -15.2% | -5.7% |
| 3M | +8.8% | +0.6% | +8.3% | +7.9% |
| 6M | +38.0% | +11.1% | +26.9% | +28.8% |
| YTD | +5.9% | +4.2% | +1.7% | +1.9% |
| 1Y | +19.7% | +3.3% | +16.3% | +15.7% |
| 3Y | +20.5% | +88.8% | -68.2% | -17.4% |
| All | -7.8% | +86.2% | -94.0% | -37.6% |
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