-93.2%
FRMI vs BUD
+38.4%
-131.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.1% | -13.7% | -8.9% |
| 7D | -39.7% | +3.3% | -43.1% | -38.2% |
| 30D | -55.2% | +11.8% | -67.0% | -52.2% |
| 3M | -71.2% | -1.1% | -70.1% | -70.6% |
| 6M | -64.1% | +14.9% | -79.0% | -61.6% |
| YTD | -77.2% | +32.6% | -109.8% | -70.2% |
| 1Y | -93.2% | +37.2% | -130.3% | -90.0% |
| All | -93.2% | +38.4% | -131.5% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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