-83.4%
FRMI vs AVTR
+18.9%
-102.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +10.9% | -2.0% | +12.9% | +11.1% |
| 30D | -24.3% | +8.1% | -32.4% | -24.6% |
| 3M | -21.8% | +54.2% | -76.0% | -25.2% |
| 6M | -33.0% | +82.6% | -115.6% | -37.6% |
| YTD | -32.6% | +29.8% | -62.5% | -37.2% |
| All | -83.4% | +18.9% | -102.4% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling