+84.3%
BAM vs SPY
+94.4%
-10.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -2.7% | +2.6% | -5.3% | -5.8% |
| 30D | +15.5% | -2.0% | +17.5% | +18.2% |
| 3M | -6.9% | -2.8% | -4.1% | -3.7% |
| 6M | +9.9% | +2.1% | +7.7% | +6.8% |
| YTD | +1.4% | +11.5% | -10.1% | -11.6% |
| 1Y | +3.3% | +13.5% | -10.2% | -11.9% |
| 3Y | +83.6% | +77.7% | +5.9% | -7.5% |
| All | +84.3% | +94.4% | -10.0% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling