-85.1%
FRMI vs ADVB
-72.7%
-12.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -23.6% | +50.3% | +27.0% |
| 7D | +66.2% | +27.8% | +38.5% | +64.1% |
| 30D | -17.4% | -50.8% | +33.4% | -18.8% |
| 3M | -60.5% | -70.5% | +10.1% | -61.4% |
| 6M | -56.5% | -46.7% | -9.8% | -55.9% |
| YTD | -67.4% | -56.7% | -10.7% | -66.8% |
| 1Y | -85.1% | -71.8% | -13.3% | -86.5% |
| All | -85.1% | -72.7% | -12.4% | -86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling