+60.1%
ACN vs FRMI
-52.5%
+112.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.7% | -26.5% | +3.0% |
| 7D | -3.8% | +66.2% | -70.1% | +2.3% |
| 30D | +16.5% | -17.4% | +33.9% | +15.2% |
| 3M | +41.5% | -60.5% | +101.9% | +29.5% |
| 6M | +60.1% | -56.5% | +116.6% | +43.9% |
| All | +60.1% | -52.5% | +112.6% | +43.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling