+42.0%
RRC vs BAM
+85.9%
-43.9%
-28.0%
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% | -3.1% |
| 7D | -10.8% | +9.7% | -20.5% | -12.7% |
| 30D | +22.3% | +19.0% | +3.3% | +17.3% |
| 3M | +26.6% | +0.6% | +26.1% | +26.2% |
| 6M | +18.9% | +11.1% | +7.9% | +15.0% |
| YTD | +39.2% | +4.2% | +35.0% | +36.5% |
| 1Y | +34.0% | +3.3% | +30.6% | +31.5% |
| 3Y | +42.0% | +88.8% | -46.7% | +5.4% |
| All | +42.0% | +85.9% | -43.9% | +5.4% |
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