+78.6%
RNG vs BAM
+66.1%
+12.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.2% |
| 7D | -9.6% | -6.1% | -3.5% | -5.9% |
| 30D | +8.8% | -13.8% | +22.6% | +19.5% |
| 3M | +78.6% | +4.4% | +74.2% | +73.2% |
| 6M | +70.3% | +6.4% | +63.9% | +61.8% |
| YTD | +140.3% | -7.1% | +147.4% | +149.6% |
| 1Y | +126.6% | -11.8% | +138.4% | +142.7% |
| 3Y | +120.2% | +50.2% | +70.1% | +64.5% |
| All | +78.6% | +66.1% | +12.4% | +25.5% |
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