-94.4%
FRMI vs AS
-10.3%
-84.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -2.4% | +20.0% | +18.1% |
| 7D | -0.5% | -3.0% | +2.5% | +0.3% |
| 30D | -44.3% | +9.6% | -53.9% | -45.8% |
| 3M | -74.6% | -8.2% | -66.4% | -74.2% |
| 6M | -66.3% | -9.9% | -56.4% | -66.3% |
| YTD | -77.4% | -16.8% | -60.6% | -77.2% |
| 1Y | -91.7% | +3.0% | -94.7% | -91.8% |
| All | -94.4% | -10.3% | -84.2% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling