-17.4%
RMBS vs BAM
+4.2%
-21.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.2% | -12.2% | -9.5% |
| 7D | -8.9% | +14.2% | -23.2% | -16.6% |
| 30D | -24.8% | +21.0% | -45.8% | -34.0% |
| 3M | -17.6% | +5.2% | -22.7% | -21.0% |
| 6M | -25.7% | +16.0% | -41.6% | -35.2% |
| YTD | -9.8% | +6.5% | -16.2% | -15.1% |
| 1Y | -17.4% | +4.4% | -21.7% | -20.1% |
| All | -17.4% | +4.2% | -21.6% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling