-64.8%
SPCH vs BAM
+11.0%
-75.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +0.9% | +15.9% | +16.8% |
| 7D | -3.0% | +9.7% | -12.7% | -1.9% |
| 30D | -39.8% | +19.0% | -58.8% | -39.0% |
| 3M | +16.8% | +0.6% | +16.3% | +16.6% |
| All | -64.8% | +11.0% | -75.8% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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 · Available span rolling