+161.6%
OUST vs BAM
+81.2%
+80.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.2% | -8.8% | -8.8% |
| 7D | -3.8% | -2.7% | -1.1% | -1.0% |
| 30D | +5.1% | +15.5% | -10.5% | -9.2% |
| 3M | -25.8% | -6.9% | -19.0% | -20.8% |
| 6M | -2.0% | +9.9% | -11.9% | -11.9% |
| YTD | +54.7% | +1.4% | +53.3% | +49.7% |
| 1Y | +48.8% | +3.3% | +45.5% | +41.8% |
| 3Y | +607.8% | +83.6% | +524.2% | +273.6% |
| All | +161.6% | +81.2% | +80.3% | +38.5% |
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