+74.8%
BAM vs SBAC
-32.8%
+107.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -6.0% | +3.2% | -9.2% | -6.6% |
| 3M | +7.3% | -5.1% | +12.4% | +8.3% |
| 6M | +8.2% | -2.1% | +10.3% | +7.9% |
| YTD | -3.8% | -0.5% | -3.3% | -4.7% |
| 1Y | -10.7% | +1.1% | -11.9% | -12.0% |
| 3Y | +55.3% | -7.4% | +62.8% | +53.2% |
| All | +74.8% | -32.8% | +107.7% | +85.7% |
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