-82.4%
FRMI vs AR
+17.0%
-99.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.8% | +12.4% | +11.5% |
| 7D | +23.3% | -1.8% | +25.2% | +23.4% |
| 30D | -7.6% | +12.6% | -20.2% | -7.9% |
| 3M | +0.2% | +10.0% | -9.8% | -0.1% |
| 6M | -28.7% | +0.6% | -29.4% | -29.0% |
| YTD | -28.6% | +13.4% | -42.0% | -29.2% |
| All | -82.4% | +17.0% | -99.5% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling