-84.3%
FRMI vs AU
+59.1%
-143.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.7% | +6.6% |
| 7D | +2.4% | -3.6% | +6.0% | +4.4% |
| 30D | -17.3% | +23.9% | -41.2% | -26.2% |
| 3M | -17.2% | +19.1% | -36.2% | -25.1% |
| 6M | -43.4% | -0.2% | -43.2% | -44.5% |
| YTD | -36.0% | +32.5% | -68.5% | -47.3% |
| All | -84.3% | +59.1% | -143.4% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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