-84.3%
FRMI vs UMAC
+57.0%
-141.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.4% | +6.1% |
| 7D | +2.4% | -0.9% | +3.3% | +2.6% |
| 30D | -17.3% | -7.7% | -9.6% | -17.6% |
| 3M | -17.2% | -26.4% | +9.3% | -14.8% |
| 6M | -43.4% | +61.9% | -105.2% | -57.1% |
| YTD | -36.0% | +86.5% | -122.5% | -55.1% |
| All | -84.3% | +57.0% | -141.3% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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