+18.6%
AA vs FRMI
-89.6%
+108.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +26.7% | -28.5% | -3.9% |
| 7D | +0.5% | +66.2% | -65.7% | -4.2% |
| 30D | -0.6% | -17.4% | +16.8% | -0.1% |
| 3M | -19.7% | -60.5% | +40.8% | -14.6% |
| 6M | -41.6% | -56.5% | +14.9% | -39.1% |
| YTD | -24.6% | -67.4% | +42.7% | -19.6% |
| 1Y | +4.9% | -85.1% | +90.0% | +17.7% |
| All | +18.6% | -89.6% | +108.2% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling