-30.7%
FRMI vs AFL
+5.3%
-36.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.6% |
| 7D | +15.9% | -2.1% | +18.1% | +13.2% |
| 30D | -6.0% | -5.4% | -0.5% | -10.8% |
| 3M | -1.6% | -0.3% | -1.3% | -2.9% |
| 6M | -30.7% | +5.2% | -35.9% | -28.4% |
| All | -30.7% | +5.3% | -36.0% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling