+3.3%
BAM vs SBAC
-0.4%
+3.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.3% |
| 7D | +9.7% | +1.2% | +8.5% | +9.5% |
| 30D | +19.0% | +11.2% | +7.8% | +17.0% |
| 3M | +0.6% | +4.5% | -3.9% | -0.3% |
| 6M | +11.1% | -12.2% | +23.2% | +12.5% |
| YTD | +4.2% | -0.1% | +4.3% | +3.4% |
| 1Y | +3.3% | -0.3% | +3.6% | +3.1% |
| All | +3.3% | -0.4% | +3.7% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling