+43.8%
AA vs FRMI
-78.6%
+122.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.5% | -2.3% | -4.6% |
| 7D | -5.4% | +10.9% | -16.3% | -6.2% |
| 30D | -10.7% | -24.3% | +13.6% | -9.0% |
| 3M | -26.2% | -21.8% | -4.4% | -25.4% |
| 6M | -20.9% | -33.0% | +12.1% | -19.1% |
| YTD | -8.6% | -32.6% | +24.0% | -7.0% |
| All | +43.8% | -78.6% | +122.4% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling