+78.7%
RKT vs BAM
+84.8%
-6.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +1.1% |
| 7D | -3.8% | -2.9% | -0.9% | -2.0% |
| 30D | +32.8% | +14.7% | +18.2% | +22.1% |
| 3M | +0.8% | -4.1% | +5.0% | +3.7% |
| 6M | -2.6% | +9.6% | -12.2% | -7.6% |
| YTD | -25.4% | +3.4% | -28.8% | -27.1% |
| 1Y | -19.1% | +1.0% | -20.1% | -19.9% |
| 3Y | +83.2% | +88.2% | -5.0% | +16.6% |
| All | +78.7% | +84.8% | -6.2% | +14.3% |
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 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