+127.5%
RY vs BAM
+86.2%
+41.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -0.9% | +9.7% | -10.6% | -3.8% |
| 30D | +5.9% | +19.0% | -13.1% | +0.2% |
| 3M | -4.3% | +0.6% | -4.8% | -4.8% |
| 6M | +12.1% | +11.1% | +1.0% | +7.7% |
| YTD | +20.3% | +4.2% | +16.1% | +17.4% |
| 1Y | +41.0% | +3.3% | +37.7% | +37.8% |
| 3Y | +157.5% | +88.8% | +68.8% | +98.3% |
| All | +127.5% | +86.2% | +41.2% | +73.2% |
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