-83.1%
FRMI vs UMAC
+51.7%
-134.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.6% |
| 7D | +7.4% | -3.4% | +10.8% | +8.4% |
| 30D | -27.6% | -15.1% | -12.5% | -26.0% |
| 3M | -20.9% | -10.8% | -10.1% | -22.1% |
| 6M | -36.6% | +15.7% | -52.3% | -46.8% |
| YTD | -31.3% | +80.1% | -111.4% | -51.3% |
| All | -83.1% | +51.7% | -134.8% | -88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling