-94.9%
FRMI vs AR
+8.9%
-103.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +5.0% | +5.6% |
| 7D | -24.7% | -10.5% | -14.2% | -24.0% |
| 30D | -51.6% | +1.3% | -52.9% | -51.0% |
| 3M | -73.1% | +4.8% | -77.9% | -72.9% |
| 6M | -68.3% | +1.2% | -69.4% | -68.0% |
| YTD | -79.3% | +5.5% | -84.8% | -79.2% |
| 1Y | -93.2% | +8.1% | -101.2% | -92.9% |
| All | -94.9% | +8.9% | -103.8% | -95.2% |
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