+53.5%
BAMD vs SPY
+78.7%
-25.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +0.8% | +3.3% | -2.5% | -0.6% |
| 30D | +2.3% | -2.7% | +4.9% | +3.4% |
| 3M | -1.7% | -1.7% | 0.0% | -1.1% |
| 6M | +7.0% | +3.1% | +3.9% | +5.4% |
| YTD | +16.1% | +11.9% | +4.2% | +10.0% |
| 1Y | +16.3% | +12.0% | +4.4% | +10.1% |
| All | +53.5% | +78.7% | -25.2% | +7.2% |
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