-99.9%
BIYA vs BAM
+17.9%
-117.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -1.0% | +0.8% |
| 7D | -7.8% | +5.3% | -13.1% | -9.0% |
| 30D | -38.5% | +18.1% | -56.6% | -41.2% |
| 3M | -59.5% | +4.2% | -63.8% | -59.7% |
| 6M | -89.2% | +11.1% | -100.3% | -89.7% |
| YTD | -97.1% | +6.6% | -103.7% | -97.1% |
| 1Y | -99.0% | +6.2% | -105.2% | -99.0% |
| All | -99.9% | +17.9% | -117.8% | -99.9% |
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