+136.6%
RY vs BAM
+78.0%
+58.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +3.1% | -2.0% | +5.1% | +3.7% |
| 30D | -0.3% | -2.9% | +2.6% | +0.4% |
| 3M | +8.7% | +9.4% | -0.7% | +5.2% |
| 6M | +28.5% | +10.8% | +17.8% | +23.6% |
| YTD | +25.1% | -0.4% | +25.6% | +24.0% |
| 1Y | +46.3% | -10.9% | +57.2% | +49.9% |
| 3Y | +154.9% | +61.3% | +93.7% | +106.3% |
| All | +136.6% | +78.0% | +58.7% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling