+114.9%
SPG vs BAM
+78.0%
+36.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.4% | -2.0% | -0.4% | -1.7% |
| 30D | -6.8% | -2.9% | -3.9% | -6.1% |
| 3M | +2.7% | +9.4% | -6.7% | -1.2% |
| 6M | +5.5% | +10.8% | -5.3% | +0.7% |
| YTD | +15.7% | -0.4% | +16.1% | +14.4% |
| 1Y | +20.9% | -10.9% | +31.7% | +24.4% |
| 3Y | +112.4% | +61.3% | +51.1% | +68.5% |
| All | +114.9% | +78.0% | +36.9% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling