-92.0%
FRMI vs ADVB
-72.1%
-19.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -23.6% | +50.3% | +26.7% |
| 7D | +66.2% | +27.8% | +38.5% | +65.0% |
| 30D | -17.4% | -50.8% | +33.4% | -19.5% |
| 3M | -60.5% | -70.5% | +10.1% | -62.0% |
| 6M | -56.5% | -46.7% | -9.8% | -55.5% |
| YTD | -67.4% | -56.7% | -10.7% | -66.6% |
| 1Y | -85.1% | -71.8% | -13.3% | -85.8% |
| All | -92.0% | -72.1% | -19.9% | -91.9% |
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