-84.3%
FRMI vs AS
-14.7%
-69.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.8% | +4.4% |
| 7D | +2.4% | -4.9% | +7.3% | +3.8% |
| 30D | -17.3% | -19.6% | +2.3% | -12.6% |
| 3M | -17.2% | -14.4% | -2.8% | -15.6% |
| 6M | -43.4% | -20.1% | -23.2% | -40.7% |
| YTD | -36.0% | -20.9% | -15.1% | -34.2% |
| All | -84.3% | -14.7% | -69.5% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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