-90.5%
FRMI vs ACGL
+20.5%
-111.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +0.1% | +13.7% | +13.9% |
| 7D | +34.6% | -1.2% | +35.8% | +32.8% |
| 30D | -44.6% | +12.8% | -57.4% | -35.6% |
| 3M | -72.9% | +12.3% | -85.2% | -68.3% |
| 6M | -62.3% | +15.8% | -78.2% | -53.9% |
| YTD | -74.3% | +13.9% | -88.1% | -68.0% |
| 1Y | -90.5% | +19.0% | -109.6% | -87.0% |
| All | -90.5% | +20.5% | -111.0% | -87.0% |
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 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