+36.5%
RRX vs BAM
+86.2%
-49.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.5% | +4.9% |
| 7D | +7.5% | +9.7% | -2.2% | +1.2% |
| 30D | +3.0% | +19.0% | -16.0% | -8.2% |
| 3M | -5.3% | +0.6% | -5.9% | -6.6% |
| 6M | -26.6% | +11.1% | -37.7% | -32.6% |
| YTD | +21.2% | +4.2% | +17.0% | +15.3% |
| 1Y | +25.9% | +3.3% | +22.6% | +20.3% |
| 3Y | +71.7% | +88.8% | -17.1% | +16.1% |
| All | +36.5% | +86.2% | -49.8% | -9.2% |
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