+83.2%
BAM vs SBAC
-8.5%
+91.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | -2.0% | -3.4% | +1.4% | -1.3% |
| 30D | +13.7% | +2.6% | +11.1% | +13.0% |
| 3M | -4.8% | +2.6% | -7.4% | -5.3% |
| 6M | +7.6% | -11.5% | +19.1% | +9.7% |
| YTD | +1.2% | -1.6% | +2.8% | +0.5% |
| 1Y | -2.3% | -5.1% | +2.8% | -2.0% |
| All | +83.2% | -8.5% | +91.7% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling