+30.4%
APH vs FRMI
-93.4%
+123.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.7% | +2.5% | +7.5% |
| 7D | +1.1% | -24.7% | +25.8% | +4.4% |
| 30D | -7.5% | -51.6% | +44.1% | -0.2% |
| 3M | -4.4% | -73.1% | +68.7% | +9.1% |
| 6M | +26.5% | -68.3% | +94.7% | +40.0% |
| YTD | +20.0% | -79.3% | +99.3% | +36.8% |
| 1Y | +16.9% | -93.2% | +110.0% | +42.8% |
| All | +30.4% | -93.4% | +123.8% | +59.4% |
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