-82.4%
FRMI vs AVTR
+21.9%
-104.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.9% | +9.7% | +11.4% |
| 7D | +23.3% | +7.4% | +15.9% | +22.7% |
| 30D | -7.6% | +12.2% | -19.8% | -8.2% |
| 3M | +0.2% | +57.4% | -57.2% | -4.5% |
| 6M | -28.7% | +86.7% | -115.4% | -33.7% |
| YTD | -28.6% | +33.1% | -61.7% | -33.6% |
| All | -82.4% | +21.9% | -104.3% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling