-92.0%
FRMI vs ACWI
+14.8%
-106.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.3% | +27.0% | +27.5% |
| 7D | +66.2% | +2.4% | +63.8% | +55.4% |
| 30D | -17.4% | -1.7% | -15.7% | -12.0% |
| 3M | -60.5% | -3.9% | -56.5% | -54.5% |
| 6M | -56.5% | +0.8% | -57.3% | -55.6% |
| YTD | -67.4% | +11.0% | -78.4% | -72.1% |
| 1Y | -85.1% | +13.1% | -98.2% | -87.4% |
| All | -92.0% | +14.8% | -106.7% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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