-84.3%
FRMI vs AHR
+32.4%
-116.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +5.3% |
| 7D | +2.4% | -1.5% | +3.9% | +2.4% |
| 30D | -17.3% | -1.4% | -15.9% | -17.0% |
| 3M | -17.2% | +18.6% | -35.7% | -22.9% |
| 6M | -43.4% | +6.6% | -49.9% | -44.5% |
| YTD | -36.0% | +17.5% | -53.5% | -39.7% |
| All | -84.3% | +32.4% | -116.6% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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