-3.5%
ROP vs BAM
+85.9%
-89.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.9% | -3.2% |
| 7D | +2.1% | +9.7% | -7.6% | -0.3% |
| 30D | +32.9% | +19.0% | +13.9% | +27.2% |
| 3M | +20.0% | +0.6% | +19.5% | +19.4% |
| 6M | +36.4% | +11.1% | +25.3% | +32.1% |
| YTD | +7.8% | +4.2% | +3.7% | +5.7% |
| 1Y | +8.0% | +3.3% | +4.7% | +6.0% |
| 3Y | -3.5% | +88.8% | -92.2% | -13.6% |
| All | -3.5% | +85.9% | -89.4% | -13.6% |
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 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