-1.2%
ROL vs BAM
+86.2%
-87.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | +9.5% | +9.7% | -0.2% | +7.9% |
| 30D | +22.9% | +19.0% | +3.9% | +19.7% |
| 3M | +3.5% | +0.6% | +3.0% | +3.1% |
| 6M | -29.4% | +11.1% | -40.5% | -30.8% |
| YTD | -36.1% | +4.2% | -40.2% | -36.9% |
| 1Y | -34.4% | +3.3% | -37.7% | -35.2% |
| 3Y | +4.0% | +88.8% | -84.8% | -9.6% |
| All | -1.2% | +86.2% | -87.4% | -14.6% |
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