+49.8%
ROK vs BAM
+86.2%
-36.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -13.8% | +9.7% | -23.6% | -17.3% |
| 30D | -14.9% | +19.0% | -33.9% | -21.4% |
| 3M | -14.7% | +0.6% | -15.2% | -15.1% |
| 6M | -17.7% | +11.1% | -28.8% | -22.2% |
| YTD | -2.5% | +4.2% | -6.6% | -5.6% |
| 1Y | +2.3% | +3.3% | -1.1% | -0.7% |
| 3Y | +52.7% | +88.8% | -36.0% | +11.9% |
| All | +49.8% | +86.2% | -36.4% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling