-82.4%
FRMI vs BUD
+36.4%
-118.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.8% | +12.3% | +11.2% |
| 7D | +23.3% | +0.8% | +22.6% | +23.7% |
| 30D | -7.6% | -4.8% | -2.8% | -8.6% |
| 3M | +0.2% | +1.4% | -1.2% | +0.2% |
| 6M | -28.7% | +9.9% | -38.6% | -27.5% |
| YTD | -28.6% | +26.3% | -55.0% | -19.5% |
| All | -82.4% | +36.4% | -118.8% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling