-43.4%
FRMI vs BAM
+10.5%
-53.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +4.8% |
| 7D | +2.4% | -2.0% | +4.4% | +4.5% |
| 30D | -17.3% | -2.9% | -14.4% | -15.1% |
| 3M | -17.2% | +9.4% | -26.5% | -24.6% |
| 6M | -43.4% | +10.8% | -54.1% | -47.8% |
| All | -43.4% | +10.5% | -53.9% | -47.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling