+75.4%
USAR vs BAM
+66.0%
+9.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.4% |
| 7D | +2.3% | -1.6% | +3.9% | +2.8% |
| 30D | -8.6% | -6.0% | -2.6% | -6.9% |
| 3M | -20.5% | +7.3% | -27.8% | -22.3% |
| 6M | +1.2% | +8.2% | -7.0% | -0.8% |
| YTD | +48.4% | -3.8% | +52.2% | +48.3% |
| 1Y | +30.6% | -10.7% | +41.4% | +31.9% |
| 3Y | +73.6% | +55.3% | +18.3% | +76.2% |
| All | +75.4% | +66.0% | +9.3% | +77.9% |
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