-82.4%
FRMI vs ADVB
-0.9%
-81.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -3.8% | +15.3% | +11.4% |
| 7D | +23.3% | -14.0% | +37.3% | +22.9% |
| 30D | -7.6% | +41.0% | -48.6% | -6.8% |
| 3M | +0.2% | +127.9% | -127.7% | +8.8% |
| 6M | -28.7% | +101.3% | -130.1% | -21.5% |
| YTD | -28.6% | +53.8% | -82.4% | -23.9% |
| All | -82.4% | -0.9% | -81.6% | -81.5% |
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