-93.2%
FRMI vs AZO
-7.5%
-85.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.9% | -14.5% | -8.9% |
| 7D | -39.7% | +5.3% | -45.1% | -38.1% |
| 30D | -55.2% | +18.4% | -73.6% | -51.9% |
| 3M | -71.2% | +9.8% | -81.0% | -69.9% |
| 6M | -64.1% | -4.5% | -59.6% | -63.1% |
| YTD | -77.2% | -1.9% | -75.3% | -75.0% |
| 1Y | -93.2% | -9.5% | -83.6% | -92.9% |
| All | -93.2% | -7.5% | -85.7% | -92.9% |
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