-92.0%
FRMI vs BAM
-5.4%
-86.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.2% | +26.5% | +26.5% |
| 7D | +66.2% | -2.7% | +68.9% | +69.1% |
| 30D | -17.4% | +15.5% | -32.9% | -28.8% |
| 3M | -60.5% | -6.9% | -53.6% | -58.0% |
| 6M | -56.5% | +9.9% | -66.4% | -60.8% |
| YTD | -67.4% | +1.4% | -68.8% | -67.6% |
| 1Y | -85.1% | +3.3% | -88.4% | -85.1% |
| All | -92.0% | -5.4% | -86.6% | -91.7% |
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