+114.1%
SPYG vs BAM
+88.1%
+25.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.4% |
| 7D | -1.9% | +5.0% | -6.9% | -3.6% |
| 30D | -9.2% | +16.6% | -25.7% | -14.1% |
| 3M | -6.8% | +2.2% | -9.0% | -7.8% |
| 6M | -2.6% | +9.7% | -12.2% | -6.4% |
| YTD | +7.5% | +5.2% | +2.2% | +4.3% |
| 1Y | +6.7% | +3.9% | +2.8% | +3.8% |
| 3Y | +90.1% | +91.5% | -1.5% | +53.9% |
| All | +114.1% | +88.1% | +25.9% | +72.4% |
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