-83.1%
FRMI vs AZO
-32.6%
-50.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +7.4% | -3.6% | +11.0% | +5.7% |
| 30D | -27.6% | -5.6% | -22.1% | -29.3% |
| 3M | -20.9% | -6.6% | -14.2% | -22.5% |
| 6M | -36.6% | -22.5% | -14.1% | -39.5% |
| YTD | -31.3% | -15.2% | -16.1% | -29.7% |
| All | -83.1% | -32.6% | -50.5% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling