+18.6%
RMBS vs BAM
-12.8%
+31.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +4.4% |
| 7D | +3.0% | -1.6% | +4.5% | +4.1% |
| 30D | -14.4% | -6.0% | -8.4% | -11.0% |
| 3M | -42.8% | +7.3% | -50.2% | -47.9% |
| 6M | -1.4% | +8.2% | -9.6% | -12.0% |
| YTD | -5.4% | -3.8% | -1.6% | -3.9% |
| 1Y | +18.6% | -10.7% | +29.3% | +34.9% |
| All | +18.6% | -12.8% | +31.3% | +34.9% |
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 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