-83.4%
FRMI vs AUR
+17.9%
-101.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.1% |
| 7D | +10.9% | +0.2% | +10.7% | +11.0% |
| 30D | -24.3% | -8.9% | -15.4% | -20.6% |
| 3M | -21.8% | +4.6% | -26.4% | -25.2% |
| 6M | -33.0% | +44.9% | -77.9% | -48.9% |
| YTD | -32.6% | +64.8% | -97.5% | -51.6% |
| All | -83.4% | +17.9% | -101.3% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling