-77.2%
FRMI vs RAM
-73.7%
-3.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -10.3% | -0.2% | -6.8% |
| 7D | -39.7% | -31.3% | -8.5% | -31.0% |
| 30D | -55.2% | -49.4% | -5.8% | -43.6% |
| 3M | -71.2% | -41.4% | -29.8% | -66.3% |
| All | -77.2% | -73.7% | -3.5% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling