-13.0%
USAR vs BAM
+84.1%
-97.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.3% | +4.2% | +5.8% |
| 7D | -1.1% | +5.3% | -6.3% | -2.6% |
| 30D | -30.3% | +18.1% | -48.3% | -34.0% |
| 3M | -54.7% | +4.2% | -58.9% | -55.4% |
| 6M | -67.5% | +11.1% | -78.6% | -68.7% |
| YTD | -26.4% | +6.6% | -33.0% | -29.0% |
| 1Y | -49.5% | +6.2% | -55.7% | -51.2% |
| 3Y | -14.5% | +95.0% | -109.5% | -16.2% |
| All | -13.0% | +84.1% | -97.1% | -14.8% |
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