-83.1%
FRMI vs ACM
-50.5%
-32.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +2.2% |
| 7D | +7.4% | -4.6% | +12.0% | +6.7% |
| 30D | -27.6% | +4.1% | -31.7% | -27.3% |
| 3M | -20.9% | -8.3% | -12.6% | -21.8% |
| 6M | -36.6% | -30.1% | -6.5% | -32.4% |
| YTD | -31.3% | -32.6% | +1.4% | -26.0% |
| All | -83.1% | -50.5% | -32.6% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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