-83.1%
FRMI vs AJG
-21.0%
-62.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +1.1% |
| 7D | +7.4% | -8.3% | +15.7% | +1.1% |
| 30D | -27.6% | -5.7% | -22.0% | -30.5% |
| 3M | -20.9% | +9.1% | -29.9% | -15.4% |
| 6M | -36.6% | +15.2% | -51.8% | -29.5% |
| YTD | -31.3% | -6.3% | -25.0% | -39.7% |
| All | -83.1% | -21.0% | -62.1% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling