-83.1%
FRMI vs AU
+52.3%
-135.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +7.4% | -4.3% | +11.7% | +9.8% |
| 30D | -27.6% | +7.3% | -34.9% | -30.3% |
| 3M | -20.9% | +26.3% | -47.2% | -30.1% |
| 6M | -36.6% | +1.8% | -38.4% | -38.9% |
| YTD | -31.3% | +26.8% | -58.1% | -42.1% |
| All | -83.1% | +52.3% | -135.4% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling