+51.1%
BAMD vs SPY
+80.8%
-29.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +2.7% | -3.3% | +6.1% | +4.2% |
| 3M | -0.4% | -2.4% | +2.0% | +0.6% |
| 6M | +7.4% | +2.6% | +4.9% | +6.0% |
| YTD | +15.8% | +11.2% | +4.6% | +9.8% |
| 1Y | +17.5% | +13.4% | +4.1% | +10.2% |
| 3Y | +52.9% | +79.9% | -27.0% | +5.3% |
| All | +51.1% | +80.8% | -29.7% | +2.5% |
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