-43.8%
APP vs FRMI
-93.9%
+50.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.2% | +3.7% | -2.9% |
| 7D | +61.1% | -24.3% | +85.4% | +64.4% |
| 30D | +42.8% | -55.1% | +97.9% | +54.4% |
| 3M | +16.7% | -73.8% | +90.5% | +32.6% |
| 6M | -15.6% | -70.6% | +55.0% | -9.0% |
| YTD | -41.3% | -80.8% | +39.4% | -33.8% |
| 1Y | -39.3% | -93.9% | +54.6% | -17.3% |
| All | -43.8% | -93.9% | +50.0% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling