+50.1%
RIO vs BAM
+85.9%
-35.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +2.2% | +9.7% | -7.5% | -0.4% |
| 30D | -10.1% | +19.0% | -29.1% | -14.5% |
| 3M | -14.1% | +0.6% | -14.7% | -14.5% |
| 6M | -18.9% | +11.1% | -30.0% | -21.7% |
| YTD | +9.9% | +4.2% | +5.7% | +7.3% |
| 1Y | +27.0% | +3.3% | +23.7% | +24.1% |
| 3Y | +50.1% | +88.8% | -38.7% | +12.3% |
| All | +50.1% | +85.9% | -35.8% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling