-83.1%
FRMI vs ATI
+147.4%
-230.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | +7.4% | -5.6% | +13.1% | +11.6% |
| 30D | -27.6% | -13.7% | -13.9% | -20.0% |
| 3M | -20.9% | -0.4% | -20.5% | -21.0% |
| 6M | -36.6% | +26.2% | -62.8% | -47.4% |
| YTD | -31.3% | +73.2% | -104.5% | -57.5% |
| All | -83.1% | +147.4% | -230.5% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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