+375.3%
FROG vs BAM
+90.5%
+284.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.3% | +4.8% | +6.0% |
| 7D | +27.1% | +5.3% | +21.8% | +24.3% |
| 30D | +5.8% | +18.1% | -12.3% | -2.6% |
| 3M | +20.8% | +4.2% | +16.6% | +18.1% |
| 6M | +53.3% | +11.1% | +42.3% | +44.3% |
| YTD | +73.2% | +6.6% | +66.6% | +65.2% |
| 1Y | +80.3% | +6.2% | +74.1% | +72.4% |
| 3Y | +318.3% | +95.0% | +223.3% | +199.3% |
| All | +375.3% | +90.5% | +284.8% | +236.7% |
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 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