+222.0%
ASX vs FRMI
-93.9%
+315.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.2% | +10.5% | +4.4% |
| 7D | -9.1% | -24.3% | +15.2% | -5.0% |
| 30D | -23.6% | -55.1% | +31.5% | -14.7% |
| 3M | -5.6% | -73.8% | +68.2% | +11.8% |
| 6M | +4.7% | -70.6% | +75.2% | +21.9% |
| YTD | +122.6% | -80.8% | +203.3% | +166.8% |
| 1Y | +133.0% | -93.9% | +226.9% | +195.4% |
| All | +222.0% | -93.9% | +315.9% | +307.9% |
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