+18.6%
BIL vs BAM
+88.1%
-69.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.1% | +5.0% | -4.9% | +0.1% |
| 30D | 0.0% | +16.6% | -16.6% | 0.0% |
| 3M | +0.6% | +2.2% | -1.6% | +0.6% |
| 6M | +1.5% | +9.7% | -8.1% | +1.5% |
| YTD | +2.8% | +5.2% | -2.5% | +2.8% |
| 1Y | +3.3% | +3.9% | -0.6% | +3.3% |
| 3Y | +13.4% | +91.5% | -78.1% | +13.4% |
| All | +18.6% | +88.1% | -69.5% | +18.6% |
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