+385.9%
FROG vs BAM
+80.8%
+305.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.0% |
| 7D | +48.2% | -2.0% | +50.2% | +49.8% |
| 30D | +11.4% | +13.7% | -2.3% | +4.3% |
| 3M | +28.5% | -4.8% | +33.3% | +31.3% |
| 6M | +63.7% | +7.6% | +56.1% | +56.1% |
| YTD | +77.1% | +1.2% | +75.9% | +73.0% |
| 1Y | +79.3% | -2.3% | +81.6% | +78.4% |
| 3Y | +323.8% | +84.1% | +239.7% | +211.3% |
| All | +385.9% | +80.8% | +305.1% | +252.8% |
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 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