+43.7%
RIG vs BAM
+78.0%
-34.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +0.9% | -2.0% | +2.8% | +1.5% |
| 30D | +13.8% | -2.9% | +16.7% | +14.8% |
| 3M | -6.4% | +9.4% | -15.8% | -10.5% |
| 6M | -8.2% | +10.8% | -18.9% | -13.4% |
| YTD | +41.6% | -0.4% | +42.1% | +39.4% |
| 1Y | +88.7% | -10.9% | +99.6% | +95.5% |
| 3Y | -30.9% | +61.3% | -92.1% | -46.4% |
| All | +43.7% | +78.0% | -34.2% | +7.4% |
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