-84.3%
FRMI vs BWA
+55.8%
-140.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.6% | +3.9% |
| 7D | +2.4% | +5.7% | -3.3% | -0.3% |
| 30D | -17.3% | +1.4% | -18.7% | -17.8% |
| 3M | -17.2% | -12.1% | -5.1% | -12.9% |
| 6M | -43.4% | +28.6% | -71.9% | -48.6% |
| YTD | -36.0% | +51.1% | -87.1% | -44.5% |
| All | -84.3% | +55.8% | -140.1% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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