+104.1%
ROST vs BAM
+86.2%
+17.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +1.2% | +9.7% | -8.5% | -1.0% |
| 30D | +2.5% | +19.0% | -16.5% | -1.7% |
| 3M | -9.0% | +0.6% | -9.5% | -9.2% |
| 6M | +1.3% | +11.1% | -9.7% | -1.6% |
| YTD | +29.1% | +4.2% | +24.9% | +26.7% |
| 1Y | +45.4% | +3.3% | +42.1% | +42.9% |
| 3Y | +94.9% | +88.8% | +6.1% | +66.0% |
| All | +104.1% | +86.2% | +17.9% | +74.2% |
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 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