-41.8%
APP vs FRMI
-93.4%
+51.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.9% | +4.3% |
| 7D | +79.2% | -24.7% | +103.9% | +83.2% |
| 30D | +48.0% | -51.6% | +99.6% | +59.0% |
| 3M | +18.2% | -73.1% | +91.4% | +34.5% |
| 6M | -12.5% | -68.3% | +55.8% | -6.3% |
| YTD | -39.2% | -79.3% | +40.1% | -31.8% |
| 1Y | -33.9% | -93.2% | +59.3% | -11.0% |
| All | -41.8% | -93.4% | +51.6% | -19.3% |
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