-82.4%
FRMI vs BIDU
-29.8%
-52.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -7.0% | +18.5% | +14.2% |
| 7D | +23.3% | -2.4% | +25.8% | +23.8% |
| 30D | -7.6% | -15.6% | +8.0% | -1.9% |
| 3M | +0.2% | -22.3% | +22.5% | +9.4% |
| 6M | -28.7% | -22.3% | -6.5% | -23.6% |
| YTD | -28.6% | -29.2% | +0.5% | -19.4% |
| All | -82.4% | -29.8% | -52.7% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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