-83.1%
FRMI vs BAH
-21.7%
-61.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.1% |
| 7D | +7.4% | +4.3% | +3.2% | +8.1% |
| 30D | -27.6% | -2.5% | -25.2% | -27.7% |
| 3M | -20.9% | -0.9% | -19.9% | -21.2% |
| 6M | -36.6% | +1.5% | -38.1% | -36.8% |
| YTD | -31.3% | -8.0% | -23.3% | -27.6% |
| All | -83.1% | -21.7% | -61.4% | -86.5% |
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