+991.4%
OSCR vs BAM
+67.8%
+923.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -2.5% |
| 7D | +4.7% | -3.9% | +8.6% | +7.0% |
| 30D | +14.8% | -8.8% | +23.6% | +20.5% |
| 3M | +16.7% | +2.2% | +14.5% | +13.7% |
| 6M | +127.5% | +5.9% | +121.6% | +116.2% |
| YTD | +121.0% | -6.1% | +127.1% | +124.4% |
| 1Y | +58.4% | -11.6% | +70.0% | +66.5% |
| 3Y | +392.4% | +51.7% | +340.7% | +263.8% |
| All | +991.4% | +67.8% | +923.6% | +634.1% |
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