+270.7%
RL vs BAM
+84.8%
+185.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | -4.4% | -2.9% | -1.5% | -2.9% |
| 30D | +5.6% | +14.7% | -9.1% | -1.2% |
| 3M | -0.6% | -4.1% | +3.5% | +1.2% |
| 6M | +15.5% | +9.6% | +5.9% | +9.6% |
| YTD | +12.3% | +3.4% | +8.9% | +9.0% |
| 1Y | +19.3% | +1.0% | +18.3% | +16.9% |
| 3Y | +255.5% | +88.2% | +167.3% | +180.9% |
| All | +270.7% | +84.8% | +185.8% | +188.8% |
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 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