-93.2%
FRMI vs AUR
-17.4%
-75.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.4% | -6.1% | -7.8% |
| 7D | -39.7% | -19.8% | -19.9% | -31.0% |
| 30D | -55.2% | -29.0% | -26.1% | -44.9% |
| 3M | -71.2% | -43.6% | -27.6% | -59.6% |
| 6M | -64.1% | -36.6% | -27.5% | -54.4% |
| YTD | -77.2% | +6.3% | -83.5% | -81.6% |
| 1Y | -93.2% | -9.0% | -84.1% | -93.5% |
| All | -93.2% | -17.4% | -75.8% | -93.5% |
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