-19.0%
USAR vs BAM
+75.1%
-94.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.8% | -2.7% | +1.9% | +0.1% |
| 30D | -20.9% | +15.5% | -36.4% | -24.7% |
| 3M | -56.2% | -6.9% | -49.3% | -55.3% |
| 6M | -67.9% | +9.9% | -77.8% | -68.9% |
| YTD | -31.4% | +1.4% | -32.8% | -32.8% |
| 1Y | -45.1% | +3.3% | -48.3% | -46.2% |
| 3Y | -20.3% | +83.6% | -103.9% | -20.7% |
| All | -19.0% | +75.1% | -94.1% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling