-71.3%
FRMI vs AR
+2.7%
-74.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.4% |
| 7D | -24.3% | -5.8% | -18.6% | -23.9% |
| 30D | -55.1% | +4.8% | -59.9% | -53.7% |
| 3M | -73.8% | +1.5% | -75.3% | -73.2% |
| All | -71.3% | +2.7% | -74.0% | -70.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling