+125.8%
SPYG vs BAM
+67.8%
+58.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.5% |
| 7D | +0.3% | -3.9% | +4.3% | +1.7% |
| 30D | -1.7% | -8.8% | +7.1% | +1.4% |
| 3M | +3.6% | +2.2% | +1.5% | +2.4% |
| 6M | +16.6% | +5.9% | +10.7% | +13.4% |
| YTD | +13.4% | -6.1% | +19.5% | +14.7% |
| 1Y | +19.6% | -11.6% | +31.2% | +23.4% |
| 3Y | +99.8% | +51.7% | +48.1% | +73.1% |
| All | +125.8% | +67.8% | +58.0% | +89.7% |
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