-17.9%
USAR vs BAM
+78.6%
-96.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +4.9% |
| 7D | +0.8% | -2.9% | +3.7% | +1.9% |
| 30D | -30.1% | +14.7% | -44.8% | -33.2% |
| 3M | -56.3% | -4.1% | -52.2% | -55.8% |
| 6M | -68.6% | +9.6% | -78.2% | -69.5% |
| YTD | -30.5% | +3.4% | -34.0% | -32.3% |
| 1Y | -53.5% | +1.0% | -54.5% | -54.4% |
| 3Y | -19.3% | +88.2% | -107.5% | -20.1% |
| All | -17.9% | +78.6% | -96.5% | -18.8% |
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