+666.6%
SPOT vs BAM
+90.5%
+576.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.2% |
| 7D | +2.5% | +5.3% | -2.7% | +0.7% |
| 30D | +15.1% | +18.1% | -3.0% | +8.6% |
| 3M | +24.8% | +4.2% | +20.6% | +22.5% |
| 6M | +45.8% | +11.1% | +34.7% | +39.2% |
| YTD | +4.9% | +6.6% | -1.7% | +1.2% |
| 1Y | -1.3% | +6.2% | -7.5% | -4.7% |
| 3Y | +257.7% | +95.0% | +162.7% | +180.1% |
| All | +666.6% | +90.5% | +576.1% | +503.4% |
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