-84.3%
FRMI vs AUR
+18.1%
-102.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.2% |
| 7D | +2.4% | +8.7% | -6.3% | -2.5% |
| 30D | -17.3% | -5.2% | -12.1% | -15.4% |
| 3M | -17.2% | -7.3% | -9.8% | -15.2% |
| 6M | -43.4% | +41.2% | -84.6% | -56.2% |
| YTD | -36.0% | +65.1% | -101.1% | -54.2% |
| All | -84.3% | +18.1% | -102.3% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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