-92.0%
FRMI vs BAH
-10.4%
-81.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.3% | +27.0% | +26.6% |
| 7D | +66.2% | +1.7% | +64.5% | +66.9% |
| 30D | -17.4% | +20.8% | -38.2% | -14.3% |
| 3M | -60.5% | +11.6% | -72.0% | -59.3% |
| 6M | -56.5% | +23.1% | -79.6% | -54.9% |
| YTD | -67.4% | +5.3% | -72.6% | -64.6% |
| 1Y | -85.1% | +6.1% | -91.2% | -83.8% |
| All | -92.0% | -10.4% | -81.6% | -93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling