-95.3%
FRMI vs BAM
-1.8%
-93.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.3% | -6.0% | -6.2% |
| 7D | -24.3% | +5.0% | -29.3% | -27.1% |
| 30D | -55.1% | +16.6% | -71.7% | -61.1% |
| 3M | -73.8% | +2.2% | -76.0% | -74.3% |
| 6M | -70.6% | +9.7% | -80.2% | -73.1% |
| YTD | -80.8% | +5.2% | -86.0% | -81.3% |
| 1Y | -93.9% | +3.9% | -97.8% | -93.8% |
| All | -95.3% | -1.8% | -93.5% | -95.2% |
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