-93.2%
FRMI vs BAH
+6.2%
-99.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.5% | -12.0% | -10.5% |
| 7D | -39.7% | +5.8% | -45.5% | -39.5% |
| 30D | -55.2% | +28.7% | -83.9% | -54.6% |
| 3M | -71.2% | +20.9% | -92.1% | -70.8% |
| 6M | -64.1% | +15.2% | -79.3% | -63.9% |
| YTD | -77.2% | +7.1% | -84.3% | -76.4% |
| 1Y | -93.2% | +6.4% | -99.5% | -93.3% |
| All | -93.2% | +6.2% | -99.3% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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