+2.8%
SYY vs BAM
+71.9%
-69.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.2% | +0.1% |
| 7D | -2.8% | -1.6% | -1.2% | -2.6% |
| 30D | -5.3% | -6.0% | +0.7% | -4.6% |
| 3M | +5.1% | +7.3% | -2.3% | +3.9% |
| 6M | -5.0% | +8.2% | -13.2% | -6.3% |
| YTD | +10.7% | -3.8% | +14.5% | +10.7% |
| 1Y | +0.7% | -10.7% | +11.4% | +1.6% |
| 3Y | +24.0% | +55.3% | -31.3% | +12.7% |
| All | +2.8% | +71.9% | -69.0% | -8.7% |
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 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