-84.3%
FRMI vs AJG
-13.9%
-70.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +4.3% |
| 7D | +2.4% | -1.8% | +4.2% | +1.1% |
| 30D | -17.3% | +4.6% | -21.9% | -14.5% |
| 3M | -17.2% | +24.9% | -42.1% | -2.6% |
| 6M | -43.4% | +17.2% | -60.6% | -37.1% |
| YTD | -36.0% | +2.2% | -38.2% | -40.3% |
| All | -84.3% | -13.9% | -70.4% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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