+343.7%
FROG vs BAM
+86.2%
+257.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +0.9% | +34.4% | +34.9% |
| 7D | +7.0% | +9.7% | -2.7% | +2.1% |
| 30D | +2.9% | +19.0% | -16.1% | -5.7% |
| 3M | +21.6% | +0.6% | +21.0% | +20.8% |
| 6M | +87.7% | +11.1% | +76.6% | +76.6% |
| YTD | +61.7% | +4.2% | +57.5% | +55.8% |
| 1Y | +113.7% | +3.3% | +110.3% | +106.8% |
| 3Y | +267.7% | +88.8% | +179.0% | +166.9% |
| All | +343.7% | +86.2% | +257.5% | +217.6% |
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 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