+3.6%
GOOG vs FRMI
-93.1%
+96.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -10.6% | +13.8% | +3.4% |
| 7D | -10.7% | -39.7% | +29.0% | -10.0% |
| 30D | -16.4% | -55.2% | +38.7% | -15.6% |
| 3M | -23.4% | -71.2% | +47.7% | -22.4% |
| 6M | -24.2% | -64.1% | +39.9% | -24.1% |
| YTD | -8.3% | -77.2% | +69.0% | -7.9% |
| 1Y | +3.6% | -93.2% | +96.8% | +9.3% |
| All | +3.6% | -93.1% | +96.7% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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