+89.4%
BAM vs SBAC
-32.6%
+122.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | +9.7% | +1.2% | +8.5% | +9.4% |
| 30D | +19.0% | +11.2% | +7.8% | +16.1% |
| 3M | +0.6% | +4.5% | -3.9% | -0.6% |
| 6M | +11.1% | -12.2% | +23.2% | +13.8% |
| YTD | +4.2% | -0.1% | +4.3% | +3.0% |
| 1Y | +3.3% | -0.3% | +3.6% | +2.2% |
| 3Y | +88.8% | -8.7% | +97.5% | +87.2% |
| All | +89.4% | -32.6% | +122.0% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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