+254.2%
RL vs BAM
+86.2%
+168.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -4.2% | +9.7% | -13.9% | -8.4% |
| 30D | +4.3% | +19.0% | -14.7% | -4.2% |
| 3M | -4.6% | +0.6% | -5.2% | -5.2% |
| 6M | +1.7% | +11.1% | -9.4% | -4.1% |
| YTD | +7.3% | +4.2% | +3.2% | +3.8% |
| 1Y | +20.8% | +3.3% | +17.5% | +17.0% |
| 3Y | +247.0% | +88.8% | +158.2% | +173.3% |
| All | +254.2% | +86.2% | +168.0% | +174.9% |
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