-84.3%
FRMI vs AGI
+5.6%
-89.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.3% | +6.6% |
| 7D | +2.4% | +0.6% | +1.8% | +1.9% |
| 30D | -17.3% | +18.2% | -35.5% | -26.1% |
| 3M | -17.2% | -4.1% | -13.0% | -16.1% |
| 6M | -43.4% | -28.7% | -14.7% | -29.7% |
| YTD | -36.0% | -4.0% | -32.0% | -39.4% |
| All | -84.3% | +5.6% | -89.9% | -86.3% |
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