-94.9%
FRMI vs ACGL
+19.8%
-114.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +6.7% |
| 7D | -24.7% | -1.1% | -23.6% | -25.5% |
| 30D | -51.6% | +13.1% | -64.7% | -43.4% |
| 3M | -73.1% | +9.8% | -82.9% | -69.3% |
| 6M | -68.3% | +15.3% | -83.5% | -61.3% |
| YTD | -79.3% | +12.7% | -92.0% | -74.7% |
| 1Y | -93.2% | +20.7% | -113.9% | -90.7% |
| All | -94.9% | +19.8% | -114.7% | -93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling