+58.1%
USB vs BAM
+84.5%
-26.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +1.0% | -0.6% |
| 7D | -1.5% | +7.9% | -9.4% | -5.2% |
| 30D | +4.3% | +16.0% | -11.7% | -3.2% |
| 3M | -6.1% | +0.6% | -6.7% | -6.9% |
| 6M | +9.4% | +10.5% | -1.1% | +3.0% |
| YTD | +15.2% | +3.2% | +12.0% | +11.5% |
| 1Y | +32.8% | +1.0% | +31.7% | +29.7% |
| 3Y | +91.3% | +84.2% | +7.1% | +26.2% |
| All | +58.1% | +84.5% | -26.4% | +2.4% |
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