+10.4%
ROP vs BAM
+84.8%
-74.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -2.9% | -2.9% | -0.1% | -2.3% |
| 30D | +30.1% | +14.7% | +15.4% | +25.7% |
| 3M | +19.9% | -4.1% | +24.0% | +20.7% |
| 6M | +46.0% | +9.6% | +36.4% | +42.1% |
| YTD | +8.4% | +3.4% | +4.9% | +6.5% |
| 1Y | +8.8% | +1.0% | +7.8% | +7.5% |
| 3Y | -5.6% | +88.2% | -93.9% | -19.8% |
| All | +10.4% | +84.8% | -74.5% | -7.1% |
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 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