+6.6%
RMD vs BAM
+90.5%
-84.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.5% |
| 7D | +1.2% | +5.3% | -4.1% | -0.4% |
| 30D | +2.5% | +18.1% | -15.6% | -2.7% |
| 3M | +11.5% | +4.2% | +7.3% | +10.0% |
| 6M | +14.7% | +11.1% | +3.6% | +10.7% |
| YTD | -1.3% | +6.6% | -7.9% | -4.1% |
| 1Y | -5.3% | +6.2% | -11.5% | -8.0% |
| 3Y | +68.8% | +95.0% | -26.3% | +32.8% |
| All | +6.6% | +90.5% | -84.0% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling