+171.8%
OUST vs BAM
+86.2%
+85.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.9% | +13.1% | +13.1% |
| 7D | +17.0% | +9.7% | +7.3% | +7.0% |
| 30D | -16.5% | +19.0% | -35.5% | -30.0% |
| 3M | -23.7% | +0.6% | -24.2% | -24.7% |
| 6M | +18.4% | +11.1% | +7.3% | +4.5% |
| YTD | +60.8% | +4.2% | +56.6% | +51.2% |
| 1Y | +44.2% | +3.3% | +40.9% | +37.3% |
| 3Y | +668.1% | +88.8% | +579.3% | +294.0% |
| All | +171.8% | +86.2% | +85.6% | +39.9% |
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