-83.0%
FRMI vs ACI
-29.5%
-53.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -4.3% |
| 7D | +15.9% | -5.0% | +21.0% | +13.2% |
| 30D | -6.0% | -2.3% | -3.6% | -6.5% |
| 3M | -1.6% | -23.2% | +21.6% | -7.3% |
| 6M | -30.7% | -29.5% | -1.2% | -35.8% |
| YTD | -30.9% | -28.6% | -2.3% | -37.5% |
| All | -83.0% | -29.5% | -53.5% | -84.4% |
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