+49.4%
BAMD vs SPY
+76.6%
-27.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -3.7% | -2.7% | -1.0% | -2.5% |
| 30D | +3.5% | -5.4% | +8.9% | +6.0% |
| 3M | -1.3% | -4.1% | +2.8% | +0.5% |
| 6M | +5.8% | +0.7% | +5.1% | +5.1% |
| YTD | +14.5% | +8.7% | +5.9% | +9.7% |
| 1Y | +17.5% | +10.9% | +6.6% | +11.3% |
| 3Y | +48.3% | +75.0% | -26.7% | +3.5% |
| All | +49.4% | +76.6% | -27.2% | +2.4% |
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