+61.4%
USB vs BAM
+90.3%
-28.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | -1.1% |
| 7D | +2.4% | +14.2% | -11.8% | -4.2% |
| 30D | +6.6% | +21.0% | -14.4% | -3.1% |
| 3M | -4.1% | +5.2% | -9.3% | -7.0% |
| 6M | +12.5% | +16.0% | -3.5% | +3.3% |
| YTD | +17.6% | +6.5% | +11.2% | +12.2% |
| 1Y | +36.5% | +4.4% | +32.1% | +31.3% |
| 3Y | +95.4% | +90.0% | +5.4% | +26.9% |
| All | +61.4% | +90.3% | -28.9% | +3.0% |
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