+73.0%
ROK vs BAM
+78.0%
-5.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | +0.7% | -2.0% | +2.7% | +1.6% |
| 30D | -3.3% | -2.9% | -0.4% | -2.2% |
| 3M | -5.9% | +9.4% | -15.2% | -10.2% |
| 6M | +13.9% | +10.8% | +3.1% | +7.6% |
| YTD | +12.6% | -0.4% | +13.0% | +11.3% |
| 1Y | +28.6% | -10.9% | +39.5% | +33.5% |
| 3Y | +45.1% | +61.3% | -16.1% | +13.3% |
| All | +73.0% | +78.0% | -5.0% | +28.9% |
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 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