-20.3%
FRSH vs BAM
+71.9%
-92.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -3.1% |
| 7D | -10.1% | -1.6% | -8.5% | -9.3% |
| 30D | +2.2% | -6.0% | +8.2% | +5.5% |
| 3M | +28.6% | +7.3% | +21.2% | +23.3% |
| 6M | +40.2% | +8.2% | +32.0% | +33.2% |
| YTD | -1.2% | -3.8% | +2.6% | -0.1% |
| 1Y | -7.9% | -10.7% | +2.8% | -3.3% |
| 3Y | -44.7% | +55.3% | -100.1% | -56.3% |
| All | -20.3% | +71.9% | -92.2% | -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 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