-31.4%
ROL vs BAM
-1.2%
-30.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.5% |
| 7D | +3.0% | -2.7% | +5.7% | +3.5% |
| 30D | +19.8% | +15.5% | +4.3% | +17.4% |
| 3M | +7.9% | -6.9% | +14.8% | +7.2% |
| 6M | -25.6% | +9.9% | -35.5% | -27.1% |
| YTD | -34.1% | +1.4% | -35.5% | -35.9% |
| 1Y | -31.4% | +3.3% | -34.7% | -33.1% |
| All | -31.4% | -1.2% | -30.2% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling