-93.2%
FRMI vs PL
-0.6%
-92.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.4% | -4.2% | -8.4% |
| 7D | -39.7% | -11.7% | -28.0% | -36.9% |
| 30D | -55.2% | -27.1% | -28.0% | -50.0% |
| 3M | -71.2% | -44.6% | -26.6% | -64.9% |
| 6M | -64.1% | -67.2% | +3.1% | -49.4% |
| YTD | -77.2% | -35.9% | -41.4% | -74.3% |
| 1Y | -93.2% | -0.4% | -92.8% | -93.4% |
| All | -93.2% | -0.6% | -92.5% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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