+79.8%
APA vs FRMI
-77.3%
+157.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.5% | -9.7% | +2.3% |
| 7D | -1.7% | +23.3% | -25.0% | -0.8% |
| 30D | +15.7% | -7.6% | +23.3% | +15.7% |
| 3M | +16.5% | +0.2% | +16.3% | +16.7% |
| 6M | +35.1% | -28.7% | +63.8% | +35.1% |
| YTD | +82.2% | -28.6% | +110.8% | +82.0% |
| All | +79.8% | -77.3% | +157.1% | +65.6% |
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