-92.0%
FRMI vs AS
-13.5%
-78.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.8% | +27.5% | +26.9% |
| 7D | +66.2% | -4.9% | +71.1% | +67.9% |
| 30D | -17.4% | +3.9% | -21.3% | -18.8% |
| 3M | -60.5% | -9.6% | -50.9% | -59.7% |
| 6M | -56.5% | -8.7% | -47.8% | -57.2% |
| YTD | -67.4% | -19.8% | -47.5% | -66.8% |
| 1Y | -85.1% | -1.5% | -83.5% | -85.2% |
| All | -92.0% | -13.5% | -78.4% | -92.3% |
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