-83.1%
FRMI vs AFL
+6.0%
-89.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +3.2% |
| 7D | +7.4% | -1.6% | +9.1% | +4.8% |
| 30D | -27.6% | -4.0% | -23.6% | -31.7% |
| 3M | -20.9% | -0.5% | -20.4% | -20.3% |
| 6M | -36.6% | +6.5% | -43.1% | -26.6% |
| YTD | -31.3% | +6.2% | -37.4% | -18.7% |
| All | -83.1% | +6.0% | -89.1% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling