-93.2%
FRMI vs APTV
-46.4%
-46.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.6% | -15.2% | -12.1% |
| 7D | -39.7% | -1.9% | -37.9% | -39.4% |
| 30D | -55.2% | -1.4% | -53.7% | -54.8% |
| 3M | -71.2% | -9.3% | -61.8% | -70.4% |
| 6M | -64.1% | -27.3% | -36.8% | -63.1% |
| YTD | -77.2% | -43.1% | -34.1% | -73.3% |
| 1Y | -93.2% | -46.5% | -46.7% | -91.6% |
| All | -93.2% | -46.4% | -46.8% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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