-84.3%
FRMI vs APD
+14.0%
-98.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +4.9% |
| 7D | +2.4% | -2.2% | +4.6% | +1.4% |
| 30D | -17.3% | +2.1% | -19.4% | -16.4% |
| 3M | -17.2% | +7.2% | -24.3% | -13.9% |
| 6M | -43.4% | +11.2% | -54.6% | -40.2% |
| YTD | -36.0% | +24.4% | -60.4% | -28.2% |
| All | -84.3% | +14.0% | -98.3% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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