-93.2%
FRMI vs AGI
-1.1%
-92.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +10.8% | -21.3% | -17.3% |
| 7D | -39.7% | -5.3% | -34.5% | -38.0% |
| 30D | -55.2% | -7.1% | -48.0% | -53.1% |
| 3M | -71.2% | +4.4% | -75.6% | -72.1% |
| 6M | -64.1% | -23.0% | -41.1% | -57.9% |
| YTD | -77.2% | -22.0% | -55.3% | -76.4% |
| 1Y | -93.2% | +0.3% | -93.4% | -95.1% |
| All | -93.2% | -1.1% | -92.1% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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