-74.6%
FRMI vs BUD
+3.8%
-78.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -2.3% | +19.8% | +14.5% |
| 7D | -0.5% | +0.5% | -1.0% | +0.3% |
| 30D | -44.3% | +7.4% | -51.7% | -39.2% |
| 3M | -74.6% | +4.3% | -78.9% | -73.4% |
| All | -74.6% | +3.8% | -78.3% | -73.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling