+19.5%
USFR vs BAM
+90.5%
-71.1%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | +0.1% | +5.3% | -5.2% | +0.1% |
| 30D | +0.4% | +18.1% | -17.7% | +0.4% |
| 3M | +1.1% | +4.2% | -3.2% | +1.1% |
| 6M | +2.0% | +11.1% | -9.1% | +2.0% |
| YTD | +3.4% | +6.6% | -3.2% | +3.4% |
| 1Y | +4.1% | +6.2% | -2.1% | +4.1% |
| 3Y | +14.3% | +95.0% | -80.7% | +14.4% |
| All | +19.5% | +90.5% | -71.1% | +19.6% |
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