+10.1%
ROP vs BAM
+86.2%
-76.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.9% | -3.2% |
| 7D | +2.1% | +9.7% | -7.6% | -0.2% |
| 30D | +32.9% | +19.0% | +13.9% | +27.5% |
| 3M | +20.3% | +0.6% | +19.8% | +19.8% |
| 6M | +36.8% | +11.1% | +25.7% | +32.7% |
| YTD | +8.1% | +4.2% | +3.9% | +6.1% |
| 1Y | +8.3% | +3.3% | +4.9% | +6.4% |
| 3Y | -3.2% | +88.8% | -92.0% | -17.8% |
| All | +10.1% | +86.2% | -76.1% | -7.4% |
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