+56.0%
RRC vs BAM
+78.0%
-22.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +1.3% | -2.0% | +3.3% | +1.8% |
| 30D | +10.1% | -2.9% | +13.0% | +10.8% |
| 3M | +4.0% | +9.4% | -5.4% | +1.0% |
| 6M | +1.6% | +10.8% | -9.2% | -2.3% |
| YTD | +19.7% | -0.4% | +20.2% | +18.4% |
| 1Y | +21.4% | -10.9% | +32.3% | +24.8% |
| 3Y | +29.7% | +61.3% | -31.6% | +5.9% |
| All | +56.0% | +78.0% | -22.0% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling