-16.6%
FRSH vs BAM
+80.8%
-97.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +6.0% |
| 7D | -0.2% | -2.0% | +1.8% | +0.6% |
| 30D | -8.8% | +13.7% | -22.5% | -15.3% |
| 3M | +8.8% | -4.8% | +13.6% | +10.8% |
| 6M | +49.1% | +7.6% | +41.5% | +41.3% |
| YTD | +3.4% | +1.2% | +2.3% | +1.1% |
| 1Y | +8.8% | -2.3% | +11.1% | +8.2% |
| 3Y | -27.4% | +84.1% | -111.5% | -47.0% |
| All | -16.6% | +80.8% | -97.4% | -39.2% |
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