-84.3%
FRMI vs AZO
-30.1%
-54.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.6% |
| 7D | +2.4% | +0.7% | +1.7% | +2.7% |
| 30D | -17.3% | -2.7% | -14.6% | -18.1% |
| 3M | -17.2% | -3.2% | -14.0% | -17.6% |
| 6M | -43.4% | -19.7% | -23.6% | -45.1% |
| YTD | -36.0% | -12.0% | -24.0% | -33.5% |
| All | -84.3% | -30.1% | -54.2% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling