+18.0%
OUST vs BAM
+1.3%
+16.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.0% | -6.0% | -6.6% |
| 7D | -5.0% | +7.9% | -13.0% | -10.0% |
| 30D | -32.0% | +16.0% | -48.1% | -39.5% |
| 3M | -32.4% | +0.6% | -33.0% | -32.5% |
| 6M | +6.7% | +10.5% | -3.8% | -2.7% |
| YTD | +41.0% | +3.2% | +37.8% | +36.3% |
| 1Y | +18.0% | +1.0% | +16.9% | +17.9% |
| All | +18.0% | +1.3% | +16.7% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling