+93.0%
RRC vs BAM
+84.8%
+8.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | -0.5% | -2.9% | +2.4% | +0.2% |
| 30D | +25.2% | +14.7% | +10.5% | +20.7% |
| 3M | +27.8% | -4.1% | +32.0% | +28.9% |
| 6M | +27.2% | +9.6% | +17.6% | +23.1% |
| YTD | +48.2% | +3.4% | +44.8% | +44.8% |
| 1Y | +34.7% | +1.0% | +33.7% | +32.6% |
| 3Y | +62.2% | +88.2% | -26.0% | +26.5% |
| All | +93.0% | +84.8% | +8.2% | +46.5% |
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