+64.7%
AG vs FRMI
-78.6%
+143.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.3% | -4.4% |
| 7D | -5.8% | +10.9% | -16.7% | -8.0% |
| 30D | +6.4% | -24.3% | +30.7% | +11.8% |
| 3M | +28.4% | -21.8% | +50.1% | +31.1% |
| 6M | -24.5% | -33.0% | +8.6% | -22.4% |
| YTD | +21.2% | -32.6% | +53.8% | +24.0% |
| All | +64.7% | -78.6% | +143.2% | +92.9% |
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 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