+16.0%
AA vs FRMI
-93.1%
+109.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -10.6% | +13.3% | +3.7% |
| 7D | +0.9% | -39.7% | +40.7% | +5.4% |
| 30D | -6.4% | -55.2% | +48.7% | 0.0% |
| 3M | -13.0% | -71.2% | +58.2% | -3.6% |
| 6M | -34.6% | -64.1% | +29.5% | -30.3% |
| YTD | -23.0% | -77.2% | +54.2% | -14.1% |
| 1Y | +16.0% | -93.2% | +109.1% | +61.4% |
| All | +16.0% | -93.1% | +109.1% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling