-93.2%
FRMI vs AFL
+18.6%
-111.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.0% | -11.6% | -8.9% |
| 7D | -39.7% | +2.9% | -42.7% | -36.7% |
| 30D | -55.2% | +11.5% | -66.7% | -46.2% |
| 3M | -71.2% | +0.6% | -71.8% | -70.1% |
| 6M | -64.1% | +11.7% | -75.8% | -55.8% |
| YTD | -77.2% | +15.4% | -92.7% | -69.0% |
| 1Y | -93.2% | +17.6% | -110.7% | -90.1% |
| All | -93.2% | +18.6% | -111.7% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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