+66.6%
RSG vs BAM
+67.8%
-1.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.6% |
| 7D | 0.0% | -3.9% | +3.9% | +0.3% |
| 30D | +3.7% | -8.8% | +12.5% | +4.4% |
| 3M | +6.2% | +2.2% | +4.0% | +5.8% |
| 6M | -2.8% | +5.9% | -8.7% | -3.5% |
| YTD | +5.9% | -6.1% | +12.0% | +6.2% |
| 1Y | -1.8% | -11.6% | +9.9% | -1.0% |
| 3Y | +57.5% | +51.7% | +5.8% | +49.3% |
| All | +66.6% | +67.8% | -1.3% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling