+89.5%
RIO vs BAM
+78.0%
+11.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | 0.0% | -2.0% | +1.9% | +0.5% |
| 30D | +4.0% | -2.9% | +6.9% | +4.7% |
| 3M | +0.1% | +9.4% | -9.3% | -2.9% |
| 6M | +12.7% | +10.8% | +2.0% | +8.8% |
| YTD | +35.6% | -0.4% | +36.0% | +34.4% |
| 1Y | +73.7% | -10.9% | +84.6% | +77.3% |
| 3Y | +93.3% | +61.3% | +32.1% | +57.7% |
| All | +89.5% | +78.0% | +11.5% | +50.0% |
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