+89.8%
RNG vs BAM
+78.0%
+11.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.3% |
| 7D | +5.8% | -2.0% | +7.8% | +7.0% |
| 30D | +19.6% | -2.9% | +22.5% | +21.6% |
| 3M | +67.0% | +9.4% | +57.6% | +57.0% |
| 6M | +88.4% | +10.8% | +77.6% | +74.4% |
| YTD | +155.5% | -0.4% | +155.9% | +153.9% |
| 1Y | +141.7% | -10.9% | +152.5% | +156.9% |
| 3Y | +131.1% | +61.3% | +69.8% | +64.9% |
| All | +89.8% | +78.0% | +11.9% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling