+1,008.2%
OSCR vs BAM
+78.0%
+930.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +5.8% | -2.0% | +7.8% | +7.0% |
| 30D | +7.1% | -2.9% | +10.0% | +8.5% |
| 3M | +36.7% | +9.4% | +27.3% | +28.1% |
| 6M | +114.3% | +10.8% | +103.5% | +98.9% |
| YTD | +124.4% | -0.4% | +124.9% | +120.7% |
| 1Y | +75.5% | -10.9% | +86.3% | +83.9% |
| 3Y | +390.1% | +61.3% | +328.9% | +250.2% |
| All | +1,008.2% | +78.0% | +930.3% | +621.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling