-93.2%
FRMI vs ACGL
+28.7%
-121.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.7% | -13.2% | -7.2% |
| 7D | -39.7% | +8.0% | -47.7% | -33.2% |
| 30D | -55.2% | +17.3% | -72.5% | -45.0% |
| 3M | -71.2% | +11.2% | -82.4% | -66.4% |
| 6M | -64.1% | +18.2% | -82.3% | -54.7% |
| YTD | -77.2% | +15.4% | -92.6% | -71.1% |
| 1Y | -93.2% | +26.5% | -119.7% | -89.4% |
| All | -93.2% | +28.7% | -121.9% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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