+94.6%
SPY vs BAM
+90.5%
+4.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +1.6% |
| 7D | +0.1% | +5.3% | -5.2% | -1.5% |
| 30D | -3.3% | +18.1% | -21.4% | -8.3% |
| 3M | -2.4% | +4.2% | -6.6% | -4.0% |
| 6M | +2.6% | +11.1% | -8.5% | -1.4% |
| YTD | +11.2% | +6.6% | +4.6% | +7.8% |
| 1Y | +13.4% | +6.2% | +7.2% | +9.9% |
| 3Y | +79.9% | +95.0% | -15.1% | +44.8% |
| All | +94.6% | +90.5% | +4.1% | +56.0% |
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 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