-93.7%
FRMI vs AS
-12.8%
-80.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.9% | +16.7% | +14.5% |
| 7D | +34.6% | -3.6% | +38.2% | +35.6% |
| 30D | -44.6% | +3.4% | -48.0% | -45.4% |
| 3M | -72.9% | -8.6% | -64.3% | -72.5% |
| 6M | -62.3% | -10.0% | -52.3% | -62.6% |
| YTD | -74.3% | -19.2% | -55.1% | -73.8% |
| 1Y | -90.5% | -3.8% | -86.7% | -90.5% |
| All | -93.7% | -12.8% | -80.8% | -94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling