+71.4%
ASX vs FRMI
-45.9%
+117.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -0.5% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | +2.0% | -17.3% | +19.3% | +4.0% |
| 3M | -1.3% | -17.2% | +15.8% | +0.7% |
| 6M | +71.4% | -43.4% | +114.8% | +83.8% |
| All | +71.4% | -45.9% | +117.4% | +83.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling