+1,026.1%
OSCR vs BAM
+66.2%
+959.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +1.6% | -6.6% | +8.2% | +5.5% |
| 30D | +10.7% | -12.4% | +23.1% | +19.0% |
| 3M | +13.4% | +2.4% | +11.0% | +10.4% |
| 6M | +144.6% | +7.9% | +136.6% | +129.7% |
| YTD | +128.0% | -7.0% | +135.1% | +132.8% |
| 1Y | +68.7% | -13.4% | +82.1% | +79.4% |
| 3Y | +398.8% | +46.9% | +351.9% | +275.5% |
| All | +1,026.1% | +66.2% | +959.9% | +661.4% |
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