-92.0%
FRMI vs ACI
-21.2%
-70.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.8% | +27.5% | +26.3% |
| 7D | +66.2% | +2.3% | +64.0% | +68.7% |
| 30D | -17.4% | +1.2% | -18.6% | -15.8% |
| 3M | -60.5% | +6.8% | -67.2% | -58.0% |
| 6M | -56.5% | -18.7% | -37.8% | -56.3% |
| YTD | -67.4% | -20.2% | -47.2% | -68.1% |
| 1Y | -85.1% | -23.7% | -61.4% | -85.6% |
| All | -92.0% | -21.2% | -70.7% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling