-19.7%
USAR vs BAM
+85.9%
-105.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.9% | +9.9% | +10.5% |
| 7D | -14.5% | +9.7% | -24.2% | -17.4% |
| 30D | -37.8% | +19.0% | -56.8% | -41.7% |
| 3M | -52.8% | +0.6% | -53.3% | -53.0% |
| 6M | -71.2% | +11.1% | -82.3% | -72.4% |
| YTD | -30.9% | +4.2% | -35.1% | -33.0% |
| 1Y | -48.0% | +3.3% | -51.3% | -49.4% |
| 3Y | -19.7% | +88.8% | -108.5% | -20.7% |
| All | -19.7% | +85.9% | -105.6% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling