+52.2%
RIO vs BAM
+81.2%
-29.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.1% |
| 30D | -9.1% | +15.5% | -24.6% | -13.0% |
| 3M | -13.7% | -6.9% | -6.8% | -12.0% |
| 6M | -24.3% | +9.9% | -34.2% | -26.8% |
| YTD | +8.9% | +1.4% | +7.5% | +7.2% |
| 1Y | +22.7% | +3.3% | +19.4% | +20.0% |
| 3Y | +51.2% | +83.6% | -32.5% | +18.3% |
| All | +52.2% | +81.2% | -29.0% | +19.7% |
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