+51.1%
BAMD vs SPY
+80.1%
-29.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | +2.7% | -3.7% | +6.4% | +4.4% |
| 3M | -0.7% | -2.7% | +2.0% | +0.4% |
| 6M | +7.4% | +2.2% | +5.3% | +6.1% |
| YTD | +15.8% | +10.8% | +5.0% | +10.0% |
| 1Y | +17.5% | +11.2% | +6.3% | +11.3% |
| 3Y | +52.2% | +76.5% | -24.3% | +6.2% |
| All | +51.1% | +80.1% | -29.0% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling