-82.4%
FRMI vs BBAI
-55.4%
-27.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | 0.0% | +11.5% | +11.5% |
| 7D | +23.3% | -1.0% | +24.3% | +23.9% |
| 30D | -7.6% | -10.7% | +3.1% | -2.4% |
| 3M | +0.2% | -32.3% | +32.4% | +19.7% |
| 6M | -28.7% | -31.3% | +2.6% | -16.6% |
| YTD | -28.6% | -45.9% | +17.3% | -9.0% |
| All | -82.4% | -55.4% | -27.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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