+95.7%
SPY vs BAM
+80.8%
+14.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | +3.3% | -2.0% | +5.3% | +3.9% |
| 30D | -2.7% | +13.7% | -16.3% | -6.7% |
| 3M | -1.7% | -4.8% | +3.0% | -0.5% |
| 6M | +3.1% | +7.6% | -4.5% | 0.0% |
| YTD | +11.9% | +1.2% | +10.7% | +10.2% |
| 1Y | +12.0% | -2.3% | +14.2% | +11.4% |
| 3Y | +78.2% | +84.1% | -5.9% | +45.9% |
| All | +95.7% | +80.8% | +14.9% | +59.5% |
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