-83.1%
FRMI vs A
+15.2%
-98.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +2.0% |
| 7D | +7.4% | -2.6% | +10.0% | +7.4% |
| 30D | -27.6% | -0.9% | -26.7% | -27.5% |
| 3M | -20.9% | +13.6% | -34.5% | -20.6% |
| 6M | -36.6% | +27.8% | -64.4% | -38.4% |
| YTD | -31.3% | +8.6% | -39.9% | -34.6% |
| All | -83.1% | +15.2% | -98.3% | -81.5% |
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