-94.9%
FRMI vs ADVB
-77.4%
-17.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +5.7% |
| 7D | -24.7% | -1.2% | -23.5% | -24.7% |
| 30D | -51.6% | -61.4% | +9.8% | -52.5% |
| 3M | -73.1% | -67.8% | -5.3% | -73.8% |
| 6M | -68.3% | -66.9% | -1.4% | -68.2% |
| YTD | -79.3% | -64.9% | -14.4% | -78.6% |
| 1Y | -93.2% | -74.8% | -18.4% | -93.3% |
| All | -94.9% | -77.4% | -17.5% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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