-93.7%
FRMI vs APD
+20.5%
-114.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +0.3% | +13.5% | +13.9% |
| 7D | +34.6% | +2.2% | +32.5% | +35.5% |
| 30D | -44.6% | +9.4% | -54.1% | -42.6% |
| 3M | -72.9% | +4.7% | -77.6% | -72.5% |
| 6M | -62.3% | +5.5% | -67.8% | -61.3% |
| YTD | -74.3% | +31.4% | -105.7% | -70.6% |
| 1Y | -90.5% | +24.1% | -114.6% | -89.5% |
| All | -93.7% | +20.5% | -114.1% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling