+41.0%
SPGI vs BAM
+80.8%
-39.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | -0.8% | -2.0% | +1.2% | -0.2% |
| 30D | +14.3% | +13.7% | +0.6% | +9.4% |
| 3M | +14.5% | -4.8% | +19.3% | +16.1% |
| 6M | +17.3% | +7.6% | +9.7% | +13.8% |
| YTD | -4.6% | +1.2% | -5.7% | -5.8% |
| 1Y | +0.8% | -2.3% | +3.0% | +0.3% |
| 3Y | +28.8% | +84.1% | -55.3% | +1.7% |
| All | +41.0% | +80.8% | -39.8% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling