-84.3%
FRMI vs AFL
+7.8%
-92.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +3.8% |
| 7D | +2.4% | +0.6% | +1.8% | +3.3% |
| 30D | -17.3% | -6.2% | -11.1% | -24.7% |
| 3M | -17.2% | +2.2% | -19.3% | -13.0% |
| 6M | -43.4% | +5.3% | -48.6% | -36.9% |
| YTD | -36.0% | +8.0% | -44.0% | -22.4% |
| All | -84.3% | +7.8% | -92.1% | -80.2% |
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