+130.4%
RY vs BAM
+84.5%
+45.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.2% | -1.9% |
| 7D | -1.1% | +7.9% | -9.0% | -3.5% |
| 30D | +4.4% | +16.0% | -11.6% | -0.4% |
| 3M | -2.9% | +0.6% | -3.6% | -3.5% |
| 6M | +15.6% | +10.5% | +5.1% | +11.2% |
| YTD | +21.8% | +3.2% | +18.6% | +19.2% |
| 1Y | +42.6% | +1.0% | +41.6% | +40.3% |
| 3Y | +160.9% | +84.2% | +76.7% | +102.5% |
| All | +130.4% | +84.5% | +45.9% | +76.0% |
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