-16.2%
FRSH vs BAM
+78.0%
-94.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -5.0% |
| 7D | -8.2% | -2.0% | -6.2% | -7.2% |
| 30D | +10.5% | -2.9% | +13.4% | +12.1% |
| 3M | +32.7% | +9.4% | +23.4% | +26.0% |
| 6M | +50.3% | +10.8% | +39.5% | +41.0% |
| YTD | +3.9% | -0.4% | +4.4% | +3.2% |
| 1Y | -2.2% | -10.9% | +8.7% | +2.9% |
| 3Y | -42.9% | +61.3% | -104.2% | -55.8% |
| All | -16.2% | +78.0% | -94.1% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling