-82.4%
FRMI vs BAM
-10.2%
-72.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -3.4% | +14.9% | +14.8% |
| 7D | +23.3% | -1.6% | +24.9% | +24.6% |
| 30D | -7.6% | -6.0% | -1.6% | -2.3% |
| 3M | +0.2% | +7.3% | -7.2% | -9.2% |
| 6M | -28.7% | +8.2% | -36.9% | -34.4% |
| YTD | -28.6% | -3.8% | -24.8% | -24.7% |
| All | -82.4% | -10.2% | -72.2% | -80.7% |
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 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