-35.8%
FRMI vs A
+33.0%
-68.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.3% |
| 7D | +2.4% | -1.9% | +4.3% | +2.4% |
| 30D | -17.3% | +6.9% | -24.2% | -16.5% |
| 3M | -17.2% | +9.2% | -26.4% | -15.7% |
| All | -35.8% | +33.0% | -68.8% | -39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling