-83.1%
FRMI vs APTV
-47.1%
-36.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | +7.4% | -5.0% | +12.4% | +8.7% |
| 30D | -27.6% | -6.1% | -21.6% | -26.6% |
| 3M | -20.9% | -33.0% | +12.1% | -9.6% |
| 6M | -36.6% | -35.2% | -1.4% | -29.5% |
| YTD | -31.3% | -40.1% | +8.9% | -20.0% |
| All | -83.1% | -47.1% | -36.0% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling