-93.9%
FRMI vs AR
+9.7%
-103.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.7% |
| 7D | -24.3% | -5.8% | -18.6% | -23.5% |
| 30D | -55.1% | +4.8% | -59.9% | -54.8% |
| 3M | -73.8% | +1.5% | -75.3% | -73.6% |
| 6M | -70.6% | +4.7% | -75.3% | -70.6% |
| YTD | -80.8% | +9.2% | -89.9% | -81.2% |
| 1Y | -93.9% | +11.2% | -105.1% | -94.0% |
| All | -93.9% | +9.7% | -103.6% | -94.0% |
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