+30.5%
RIG vs BAM
+84.8%
-54.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.1% |
| 7D | -2.6% | -2.9% | +0.3% | -1.6% |
| 30D | -5.2% | +14.7% | -19.9% | -10.2% |
| 3M | -8.6% | -4.1% | -4.5% | -7.7% |
| 6M | -18.9% | +9.6% | -28.5% | -22.9% |
| YTD | +28.6% | +3.4% | +25.2% | +24.3% |
| 1Y | +25.5% | +1.0% | +24.5% | +22.4% |
| 3Y | -20.2% | +88.2% | -108.4% | -41.4% |
| All | +30.5% | +84.8% | -54.4% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling