-56.7%
APP vs FRMI
-78.0%
+21.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +0.9% | -1.9% |
| 7D | -4.4% | +15.9% | -20.3% | -6.2% |
| 30D | -10.0% | -6.0% | -4.1% | -10.4% |
| 3M | -41.4% | -1.6% | -39.8% | -43.7% |
| 6M | -41.0% | -30.7% | -10.3% | -41.1% |
| YTD | -54.7% | -30.9% | -23.9% | -55.3% |
| All | -56.7% | -78.0% | +21.3% | -47.1% |
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