-27.0%
RMBS vs BAM
+5.0%
-32.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +6.9% |
| 7D | -3.9% | +5.3% | -9.2% | -6.6% |
| 30D | -24.9% | +18.1% | -43.0% | -32.5% |
| 3M | -20.5% | +4.2% | -24.7% | -22.8% |
| 6M | -37.5% | +11.1% | -48.6% | -42.6% |
| YTD | -12.1% | +6.6% | -18.7% | -17.3% |
| All | -27.0% | +5.0% | -32.0% | -30.0% |
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