+0.1%
ROL vs BAM
+88.1%
-88.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.6% |
| 7D | +2.9% | +5.0% | -2.1% | +2.1% |
| 30D | +20.1% | +16.6% | +3.6% | +17.3% |
| 3M | +3.2% | +2.2% | +1.0% | +2.5% |
| 6M | -28.0% | +9.7% | -37.7% | -29.3% |
| YTD | -35.3% | +5.2% | -40.5% | -36.3% |
| 1Y | -33.6% | +3.9% | -37.6% | -34.6% |
| 3Y | +3.8% | +91.5% | -87.8% | -10.0% |
| All | +0.1% | +88.1% | -88.1% | -13.7% |
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 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