-83.1%
FRMI vs AVTR
+18.4%
-101.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +7.4% | -1.1% | +8.5% | +7.5% |
| 30D | -27.6% | +6.3% | -33.9% | -27.9% |
| 3M | -20.9% | +53.3% | -74.2% | -24.3% |
| 6M | -36.6% | +78.6% | -115.2% | -40.9% |
| YTD | -31.3% | +29.2% | -60.5% | -35.9% |
| All | -83.1% | +18.4% | -101.5% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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