+53.6%
RIO vs BAM
+86.2%
-32.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +2.2% | +9.7% | -7.5% | -0.5% |
| 30D | -10.1% | +19.0% | -29.1% | -14.7% |
| 3M | -14.1% | +0.6% | -14.7% | -14.6% |
| 6M | -18.9% | +11.1% | -30.0% | -21.8% |
| YTD | +9.9% | +4.2% | +5.7% | +7.3% |
| 1Y | +27.0% | +3.3% | +23.7% | +24.2% |
| 3Y | +50.1% | +88.8% | -38.7% | +16.5% |
| All | +53.6% | +86.2% | -32.6% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling