+51.1%
AA vs FRMI
-78.0%
+129.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.7% |
| 7D | -0.6% | +15.9% | -16.6% | -1.8% |
| 30D | -1.6% | -6.0% | +4.4% | -1.4% |
| 3M | -29.8% | -1.6% | -28.2% | -30.5% |
| 6M | -16.6% | -30.7% | +14.1% | -15.0% |
| YTD | -4.0% | -30.9% | +26.8% | -2.5% |
| All | +51.1% | -78.0% | +129.0% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling