+355.0%
FROG vs BAM
+88.1%
+266.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.7% |
| 7D | +17.0% | +5.0% | +12.0% | +14.7% |
| 30D | +1.3% | +16.6% | -15.3% | -6.2% |
| 3M | +17.5% | +2.2% | +15.3% | +15.9% |
| 6M | +46.8% | +9.7% | +37.1% | +39.0% |
| YTD | +65.8% | +5.2% | +60.5% | +59.1% |
| 1Y | +61.0% | +3.9% | +57.1% | +55.6% |
| 3Y | +296.7% | +91.5% | +205.2% | +186.2% |
| All | +355.0% | +88.1% | +266.8% | +224.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling