+20.7%
ARM vs FRMI
-93.9%
+114.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.2% | +4.6% | -1.2% |
| 7D | -10.4% | -24.3% | +14.0% | -5.4% |
| 30D | -31.8% | -55.1% | +23.3% | -21.5% |
| 3M | -32.2% | -73.8% | +41.6% | -15.7% |
| 6M | -14.9% | -70.6% | +55.7% | +4.0% |
| YTD | +66.0% | -80.8% | +146.8% | +105.3% |
| 1Y | +17.2% | -93.9% | +111.1% | +54.2% |
| All | +20.7% | -93.9% | +114.6% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling