+88.8%
BAM vs SPY
+75.1%
+13.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.5% |
| 7D | +9.7% | -2.7% | +12.4% | +13.5% |
| 30D | +19.0% | -5.4% | +24.4% | +27.4% |
| 3M | +0.6% | -4.1% | +4.6% | +5.8% |
| 6M | +11.1% | +0.7% | +10.4% | +9.8% |
| YTD | +4.2% | +8.7% | -4.5% | -6.3% |
| 1Y | +3.3% | +10.9% | -7.5% | -9.4% |
| 3Y | +88.8% | +75.0% | +13.8% | -6.6% |
| All | +88.8% | +75.1% | +13.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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