-93.2%
FRMI vs AR
+14.7%
-107.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.3% | -4.3% | -9.7% |
| 7D | -39.7% | -11.1% | -28.6% | -38.8% |
| 30D | -55.2% | +7.9% | -63.1% | -54.9% |
| 3M | -71.2% | +4.9% | -76.0% | -71.0% |
| 6M | -64.1% | -5.3% | -58.8% | -63.4% |
| YTD | -77.2% | +8.6% | -85.9% | -77.7% |
| 1Y | -93.2% | +13.7% | -106.8% | -93.3% |
| All | -93.2% | +14.7% | -107.9% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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