-83.0%
FRMI vs AGI
+5.5%
-88.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -4.0% |
| 7D | +15.9% | +2.2% | +13.7% | +13.9% |
| 30D | -6.0% | +11.3% | -17.2% | -12.4% |
| 3M | -1.6% | +5.6% | -7.2% | -7.2% |
| 6M | -30.7% | -27.7% | -3.0% | -15.0% |
| YTD | -30.9% | -4.1% | -26.8% | -34.6% |
| All | -83.0% | +5.5% | -88.5% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling