+85.4%
FROG vs BAM
+4.2%
+81.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.2% | -8.6% | -4.5% |
| 7D | -14.1% | +14.2% | -28.3% | -18.6% |
| 30D | -11.8% | +21.0% | -32.7% | -18.8% |
| 3M | +0.1% | +5.2% | -5.1% | -1.4% |
| 6M | +64.2% | +16.0% | +48.2% | +53.4% |
| YTD | +38.2% | +6.5% | +31.8% | +29.1% |
| 1Y | +85.4% | +4.4% | +81.0% | +75.6% |
| All | +85.4% | +4.2% | +81.2% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling