-33.4%
APH vs FRMI
-79.6%
+46.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.0% | -50.8% | -48.1% |
| 7D | -48.7% | -6.1% | -42.6% | -48.5% |
| 30D | -51.9% | -17.3% | -34.7% | -51.3% |
| 3M | -43.6% | -17.2% | -26.4% | -43.4% |
| 6M | -37.5% | -43.4% | +5.8% | -35.4% |
| YTD | -38.6% | -36.0% | -2.6% | -37.9% |
| All | -33.4% | -79.6% | +46.2% | -27.7% |
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