+16.1%
ARM vs FRMI
-93.8%
+109.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +4.2% |
| 7D | -15.2% | -39.8% | +24.6% | -7.0% |
| 30D | -40.7% | -60.5% | +19.8% | -30.3% |
| 3M | -39.1% | -74.6% | +35.5% | -23.9% |
| 6M | -26.4% | -71.8% | +45.3% | -9.8% |
| YTD | +59.7% | -80.4% | +140.1% | +96.8% |
| 1Y | +10.3% | -93.9% | +104.2% | +44.6% |
| All | +16.1% | -93.8% | +109.9% | +51.7% |
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 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