+75.6%
BAMG vs SPY
+83.8%
-8.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +3.9% | +2.6% | +1.3% | +1.1% |
| 30D | -2.2% | -2.0% | -0.2% | 0.0% |
| 3M | -3.3% | -2.8% | -0.5% | -0.3% |
| 6M | +3.5% | +2.1% | +1.3% | +1.4% |
| YTD | +9.4% | +11.5% | -2.1% | -2.0% |
| 1Y | +11.8% | +13.5% | -1.6% | -1.5% |
| 3Y | +74.2% | +77.7% | -3.5% | -4.5% |
| All | +75.6% | +83.8% | -8.3% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling