+3.6%
ROL vs BAM
+89.3%
-85.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | +0.8% | -2.9% | +3.6% | +1.2% |
| 30D | +20.6% | +14.7% | +5.9% | +18.2% |
| 3M | +4.5% | -4.1% | +8.6% | +4.6% |
| 6M | -26.5% | +9.6% | -36.1% | -27.7% |
| YTD | -34.8% | +3.4% | -38.3% | -35.7% |
| 1Y | -33.2% | +1.0% | -34.2% | -33.9% |
| All | +3.6% | +89.3% | -85.7% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling