+118.8%
RTX vs BAM
+84.8%
+33.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +1.4% | -2.9% | +4.3% | +1.9% |
| 30D | +7.8% | +14.7% | -6.8% | +5.3% |
| 3M | -9.8% | -4.1% | -5.6% | -9.3% |
| 6M | +13.5% | +9.6% | +4.0% | +11.4% |
| YTD | +10.9% | +3.4% | +7.5% | +9.6% |
| 1Y | +14.0% | +1.0% | +12.9% | +12.9% |
| 3Y | +159.9% | +88.2% | +71.7% | +138.4% |
| All | +118.8% | +84.8% | +33.9% | +100.8% |
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 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