-93.7%
FRMI vs AVAV
-62.0%
-31.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.9% | +16.7% | +14.8% |
| 7D | +34.6% | +18.4% | +16.3% | +26.6% |
| 30D | -44.6% | -4.9% | -39.7% | -43.5% |
| 3M | -72.9% | -37.7% | -35.2% | -68.6% |
| 6M | -62.3% | -28.4% | -33.9% | -59.3% |
| YTD | -74.3% | -50.0% | -24.2% | -70.1% |
| 1Y | -90.5% | -62.6% | -27.9% | -87.0% |
| All | -93.7% | -62.0% | -31.6% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling