-93.2%
FRMI vs A
+24.4%
-117.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.0% | -11.5% | -10.7% |
| 7D | -39.7% | -2.4% | -37.4% | -39.5% |
| 30D | -55.2% | +3.6% | -58.8% | -55.2% |
| 3M | -71.2% | +27.5% | -98.6% | -71.7% |
| 6M | -64.1% | +58.5% | -122.6% | -67.1% |
| YTD | -77.2% | +31.2% | -108.4% | -78.3% |
| 1Y | -93.2% | +22.2% | -115.4% | -93.5% |
| All | -93.2% | +24.4% | -117.6% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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