+201.1%
FROG vs BAM
+61.4%
+139.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.7% |
| 7D | -11.3% | -2.0% | -9.3% | -10.2% |
| 30D | +3.6% | -2.9% | +6.6% | +5.2% |
| 3M | +1.7% | +9.4% | -7.7% | -3.9% |
| 6M | +123.5% | +10.8% | +112.8% | +109.2% |
| YTD | +40.2% | -0.4% | +40.7% | +38.4% |
| 1Y | +81.0% | -10.9% | +91.9% | +89.9% |
| All | +201.1% | +61.4% | +139.7% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling