-84.3%
FRMI vs BUD
+37.4%
-121.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.2% | +5.4% |
| 7D | +2.4% | +0.3% | +2.1% | +2.5% |
| 30D | -17.3% | -5.7% | -11.6% | -18.2% |
| 3M | -17.2% | +3.1% | -20.3% | -16.9% |
| 6M | -43.4% | +7.9% | -51.2% | -43.2% |
| YTD | -36.0% | +27.3% | -63.3% | -27.6% |
| All | -84.3% | +37.4% | -121.7% | -82.9% |
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