+128.9%
RY vs BAM
+88.1%
+40.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -0.6% | +5.0% | -5.6% | -2.1% |
| 30D | +6.1% | +16.6% | -10.4% | +1.1% |
| 3M | -3.4% | +2.2% | -5.6% | -4.3% |
| 6M | +12.8% | +9.7% | +3.1% | +8.8% |
| YTD | +21.0% | +5.2% | +15.8% | +17.7% |
| 1Y | +40.5% | +3.9% | +36.5% | +37.0% |
| 3Y | +159.9% | +91.5% | +68.3% | +99.2% |
| All | +128.9% | +88.1% | +40.8% | +73.7% |
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