+47.1%
XRT vs BAM
+84.8%
-37.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.6% |
| 7D | -1.4% | -2.9% | +1.4% | -0.3% |
| 30D | +9.8% | +14.7% | -4.9% | +4.0% |
| 3M | +3.3% | -4.1% | +7.4% | +4.8% |
| 6M | +13.6% | +9.6% | +4.0% | +8.8% |
| YTD | +9.1% | +3.4% | +5.6% | +6.3% |
| 1Y | +15.1% | +1.0% | +14.0% | +13.0% |
| 3Y | +59.9% | +88.2% | -28.3% | +20.7% |
| All | +47.1% | +84.8% | -37.7% | +10.1% |
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