-10.9%
RGEN vs BAM
+78.0%
-88.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -4.9% | -2.0% | -2.9% | -3.8% |
| 30D | +5.7% | -2.9% | +8.6% | +7.2% |
| 3M | +32.4% | +9.4% | +23.1% | +25.5% |
| 6M | +33.2% | +10.8% | +22.4% | +25.2% |
| YTD | +2.3% | -0.4% | +2.7% | +1.2% |
| 1Y | +39.0% | -10.9% | +49.9% | +45.6% |
| 3Y | -4.6% | +61.3% | -65.9% | -29.3% |
| All | -10.9% | +78.0% | -88.9% | -38.0% |
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