+59.6%
RSP vs BAM
+84.8%
-25.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -0.3% | -2.9% | +2.6% | +0.6% |
| 30D | +4.4% | +14.7% | -10.2% | +0.1% |
| 3M | +1.3% | -4.1% | +5.4% | +2.3% |
| 6M | +10.0% | +9.6% | +0.4% | +6.3% |
| YTD | +17.6% | +3.4% | +14.2% | +15.2% |
| 1Y | +19.2% | +1.0% | +18.2% | +17.5% |
| 3Y | +66.0% | +88.2% | -22.2% | +32.6% |
| All | +59.6% | +84.8% | -25.2% | +26.6% |
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