+101.8%
APA vs FRMI
-87.9%
+189.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +26.7% | -25.1% | +1.8% |
| 7D | +8.5% | +66.2% | -57.7% | +8.9% |
| 30D | +2.8% | -17.4% | +20.2% | +1.6% |
| 3M | +21.7% | -60.5% | +82.2% | +18.1% |
| 6M | +32.6% | -56.5% | +89.1% | +28.3% |
| YTD | +103.7% | -67.4% | +171.1% | +96.0% |
| 1Y | +101.8% | -85.1% | +186.9% | +97.7% |
| All | +101.8% | -87.9% | +189.7% | +97.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling