-93.2%
FRMI vs AS
+3.3%
-96.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.1% | -15.7% | -12.0% |
| 7D | -39.7% | +13.8% | -53.5% | -42.5% |
| 30D | -55.2% | +16.7% | -71.8% | -57.4% |
| 3M | -71.2% | -11.5% | -59.6% | -70.3% |
| 6M | -64.1% | -5.5% | -58.6% | -64.7% |
| YTD | -77.2% | -14.2% | -63.1% | -77.3% |
| 1Y | -93.2% | +2.1% | -95.2% | -93.9% |
| All | -93.2% | +3.3% | -96.5% | -93.9% |
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