+81.0%
BAM vs SPY
+98.0%
-16.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -2.9% | +0.1% | -3.0% | -2.9% |
| 3M | +9.4% | +2.0% | +7.4% | +6.7% |
| 6M | +10.8% | +13.0% | -2.3% | -5.1% |
| YTD | -0.4% | +13.5% | -14.0% | -14.9% |
| 1Y | -10.9% | +20.0% | -30.8% | -28.7% |
| 3Y | +61.3% | +77.2% | -15.9% | -18.6% |
| All | +81.0% | +98.0% | -16.9% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling