+10.4%
ROP vs BAM
+80.8%
-70.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | -2.7% | -2.0% | -0.7% | -2.2% |
| 30D | +29.7% | +13.7% | +16.0% | +25.7% |
| 3M | +21.2% | -4.8% | +26.0% | +22.3% |
| 6M | +48.3% | +7.6% | +40.7% | +44.9% |
| YTD | +8.4% | +1.2% | +7.2% | +7.1% |
| 1Y | +6.0% | -2.3% | +8.3% | +5.5% |
| 3Y | -5.6% | +84.1% | -89.7% | -19.3% |
| All | +10.4% | +80.8% | -70.4% | -6.5% |
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