-82.4%
FRMI vs APD
+12.7%
-95.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.2% | +12.7% | +11.0% |
| 7D | +23.3% | -2.5% | +25.8% | +22.1% |
| 30D | -7.6% | -1.9% | -5.7% | -8.1% |
| 3M | +0.2% | +8.2% | -8.1% | +4.6% |
| 6M | -28.7% | +10.7% | -39.5% | -24.9% |
| YTD | -28.6% | +22.9% | -51.5% | -20.3% |
| All | -82.4% | +12.7% | -95.1% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling