-92.0%
FRMI vs AR
+16.0%
-108.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.1% | +26.6% | +26.7% |
| 7D | +66.2% | +7.4% | +58.9% | +65.1% |
| 30D | -17.4% | +5.8% | -23.2% | -17.1% |
| 3M | -60.5% | +5.2% | -65.7% | -60.3% |
| 6M | -56.5% | +5.4% | -61.9% | -56.3% |
| YTD | -67.4% | +12.4% | -79.8% | -67.4% |
| 1Y | -85.1% | +12.8% | -97.9% | -84.9% |
| All | -92.0% | +16.0% | -108.0% | -92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling