-95.2%
FRMI vs ACGL
+18.9%
-114.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | -1.0% |
| 7D | -39.8% | +0.9% | -40.7% | -38.7% |
| 30D | -60.5% | +13.7% | -74.2% | -53.4% |
| 3M | -74.6% | +8.0% | -82.7% | -71.5% |
| 6M | -71.8% | +13.3% | -85.0% | -66.3% |
| YTD | -80.4% | +11.8% | -92.2% | -76.3% |
| 1Y | -93.9% | +22.2% | -116.1% | -91.5% |
| All | -95.2% | +18.9% | -114.1% | -93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling