+229.4%
RL vs BAM
+78.0%
+151.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -0.8% | -2.0% | +1.2% | +0.2% |
| 30D | -7.8% | -2.9% | -4.8% | -6.7% |
| 3M | -4.0% | +9.4% | -13.4% | -8.7% |
| 6M | -1.9% | +10.8% | -12.6% | -7.4% |
| YTD | -0.2% | -0.4% | +0.3% | -1.3% |
| 1Y | +10.7% | -10.9% | +21.5% | +15.1% |
| 3Y | +210.8% | +61.3% | +149.5% | +156.5% |
| All | +229.4% | +78.0% | +151.5% | +161.6% |
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