-82.4%
FRMI vs ACGL
+6.1%
-88.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.4% | +14.0% | +8.7% |
| 7D | +23.3% | -2.9% | +26.3% | +19.5% |
| 30D | -7.6% | -2.8% | -4.8% | -9.9% |
| 3M | +0.2% | +6.8% | -6.6% | +10.1% |
| 6M | -28.7% | -1.5% | -27.2% | -29.4% |
| YTD | -28.6% | -0.2% | -28.4% | -25.7% |
| All | -82.4% | +6.1% | -88.5% | -79.4% |
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 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