-1.8%
RSG vs BAM
-12.6%
+10.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.3% |
| 7D | 0.0% | -3.9% | +3.9% | -0.1% |
| 30D | +3.7% | -8.8% | +12.5% | +3.4% |
| 3M | +6.2% | +2.2% | +4.0% | +6.4% |
| 6M | -2.8% | +5.9% | -8.7% | -2.5% |
| YTD | +5.9% | -6.1% | +12.0% | +5.9% |
| 1Y | -1.8% | -11.6% | +9.9% | -2.9% |
| All | -1.8% | -12.6% | +10.8% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling