-83.4%
FRMI vs BUD
+32.8%
-116.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.7% |
| 7D | +10.9% | -3.2% | +14.1% | +9.6% |
| 30D | -24.3% | -3.7% | -20.6% | -25.2% |
| 3M | -21.8% | -4.4% | -17.3% | -22.8% |
| 6M | -33.0% | +7.7% | -40.8% | -32.2% |
| YTD | -32.6% | +23.1% | -55.7% | -24.8% |
| All | -83.4% | +32.8% | -116.3% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling