+184.6%
OUST vs BAM
+78.0%
+106.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.1% |
| 7D | +5.2% | -2.0% | +7.2% | +7.4% |
| 30D | -19.3% | -2.9% | -16.3% | -17.2% |
| 3M | -22.6% | +9.4% | -32.0% | -30.0% |
| 6M | +62.8% | +10.8% | +52.0% | +44.8% |
| YTD | +68.3% | -0.4% | +68.8% | +66.2% |
| 1Y | +28.5% | -10.9% | +39.4% | +45.1% |
| 3Y | +554.0% | +61.3% | +492.8% | +291.9% |
| All | +184.6% | +78.0% | +106.7% | +53.9% |
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