+126.0%
SPG vs BAM
+85.9%
+40.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +4.9% | +9.7% | -4.8% | +1.4% |
| 30D | +15.6% | +19.0% | -3.4% | +8.5% |
| 3M | +4.1% | +0.6% | +3.5% | +3.4% |
| 6M | +13.6% | +11.1% | +2.5% | +8.3% |
| YTD | +27.5% | +4.2% | +23.4% | +23.8% |
| 1Y | +32.2% | +3.3% | +28.9% | +28.5% |
| 3Y | +126.0% | +88.8% | +37.2% | +63.0% |
| All | +126.0% | +85.9% | +40.1% | +63.0% |
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 · 6 months rolling