-83.1%
FRMI vs AUR
+19.7%
-102.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.5% | +1.1% |
| 7D | +7.4% | +1.4% | +6.0% | +6.7% |
| 30D | -27.6% | -6.4% | -21.2% | -25.2% |
| 3M | -20.9% | +7.7% | -28.6% | -25.6% |
| 6M | -36.6% | +44.5% | -81.1% | -51.5% |
| YTD | -31.3% | +67.4% | -98.7% | -51.1% |
| All | -83.1% | +19.7% | -102.8% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling