-93.7%
FRMI vs ACM
-45.1%
-48.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.2% | +14.0% | +13.8% |
| 7D | +34.6% | +5.1% | +29.6% | +35.2% |
| 30D | -44.6% | +18.7% | -63.3% | -43.7% |
| 3M | -72.9% | +15.5% | -88.4% | -72.5% |
| 6M | -62.3% | +1.2% | -63.5% | -62.6% |
| YTD | -74.3% | -25.2% | -49.0% | -72.0% |
| 1Y | -90.5% | -46.3% | -44.2% | -89.5% |
| All | -93.7% | -45.1% | -48.6% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling