-95.2%
FRMI vs BAM
-2.7%
-92.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.9% |
| 7D | -39.8% | +9.7% | -49.6% | -44.9% |
| 30D | -60.5% | +19.0% | -79.4% | -66.7% |
| 3M | -74.6% | +0.6% | -75.2% | -74.8% |
| 6M | -71.8% | +11.1% | -82.8% | -74.6% |
| YTD | -80.4% | +4.2% | -84.6% | -80.8% |
| 1Y | -93.9% | +3.3% | -97.2% | -93.7% |
| All | -95.2% | -2.7% | -92.4% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling