-21.7%
FRSH vs BAM
+66.2%
-87.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -6.6% | -6.6% | 0.0% | -3.1% |
| 30D | +2.1% | -12.4% | +14.5% | +9.5% |
| 3M | +29.0% | +2.4% | +26.6% | +26.9% |
| 6M | +48.6% | +7.9% | +40.7% | +41.2% |
| YTD | -2.9% | -7.0% | +4.1% | -0.1% |
| 1Y | -7.9% | -13.4% | +5.5% | -1.7% |
| 3Y | -46.5% | +46.9% | -93.4% | -56.6% |
| All | -21.7% | +66.2% | -87.9% | -39.9% |
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