-83.4%
FRMI vs A
+12.2%
-95.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.5% |
| 7D | +10.9% | -4.6% | +15.5% | +10.9% |
| 30D | -24.3% | -4.3% | -20.0% | -24.1% |
| 3M | -21.8% | +8.9% | -30.7% | -21.5% |
| 6M | -33.0% | +24.5% | -57.6% | -35.0% |
| YTD | -32.6% | +5.8% | -38.4% | -35.9% |
| All | -83.4% | +12.2% | -95.6% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling