-83.0%
FRMI vs UMAC
+60.7%
-143.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.2% | -1.6% |
| 7D | +15.9% | +3.3% | +12.7% | +15.1% |
| 30D | -6.0% | -10.4% | +4.4% | -5.2% |
| 3M | -1.6% | +1.8% | -3.4% | -6.6% |
| 6M | -30.7% | +40.7% | -71.4% | -44.9% |
| YTD | -30.9% | +90.9% | -121.8% | -51.7% |
| All | -83.0% | +60.7% | -143.7% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling