+113.1%
ROST vs BAM
+84.8%
+28.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | -1.8% | -2.9% | +1.0% | -1.1% |
| 30D | +6.8% | +14.7% | -7.9% | +3.4% |
| 3M | -4.0% | -4.1% | +0.1% | -3.1% |
| 6M | +12.9% | +9.6% | +3.3% | +10.0% |
| YTD | +34.7% | +3.4% | +31.3% | +32.5% |
| 1Y | +49.5% | +1.0% | +48.5% | +47.8% |
| 3Y | +101.5% | +88.2% | +13.3% | +71.8% |
| All | +113.1% | +84.8% | +28.3% | +82.2% |
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