+141.6%
SPG vs BAM
+81.2%
+60.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.0% | -2.7% | +4.7% | +3.0% |
| 30D | +17.2% | +15.5% | +1.7% | +11.3% |
| 3M | +6.3% | -6.9% | +13.2% | +8.7% |
| 6M | +18.7% | +9.9% | +8.8% | +13.6% |
| YTD | +30.1% | +1.4% | +28.7% | +27.5% |
| 1Y | +32.8% | +3.3% | +29.5% | +29.0% |
| 3Y | +133.6% | +83.6% | +49.9% | +77.5% |
| All | +141.6% | +81.2% | +60.3% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling