-85.1%
SPXU vs BAM
+78.0%
-163.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.8% |
| 7D | -0.1% | -2.0% | +1.9% | -1.8% |
| 30D | +0.8% | -2.9% | +3.7% | -1.6% |
| 3M | -4.7% | +9.4% | -14.1% | +5.3% |
| 6M | -29.6% | +10.8% | -40.4% | -19.5% |
| YTD | -29.9% | -0.4% | -29.4% | -26.7% |
| 1Y | -39.1% | -10.9% | -28.2% | -41.8% |
| 3Y | -80.0% | +61.3% | -141.3% | -60.8% |
| All | -85.1% | +78.0% | -163.1% | -67.2% |
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