-12.3%
BA vs FRMI
-90.8%
+78.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +13.8% | -15.5% | -2.0% |
| 7D | -0.6% | +34.6% | -35.2% | -1.4% |
| 30D | -8.0% | -44.6% | +36.6% | -6.7% |
| 3M | -25.8% | -72.9% | +47.1% | -23.0% |
| 6M | -27.6% | -62.3% | +34.8% | -26.2% |
| YTD | -21.0% | -74.3% | +53.3% | -19.2% |
| 1Y | -12.3% | -90.5% | +78.3% | -10.6% |
| All | -12.3% | -90.8% | +78.5% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling