+38.5%
GOOGL vs FRMI
-77.3%
+115.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.5% | -11.6% | -0.1% |
| 7D | +1.1% | +23.3% | -22.3% | +0.9% |
| 30D | -4.4% | -7.6% | +3.2% | -4.4% |
| 3M | -6.8% | +0.2% | -7.0% | -7.3% |
| 6M | +13.6% | -28.7% | +42.3% | +12.9% |
| YTD | +8.3% | -28.6% | +36.9% | +7.6% |
| All | +38.5% | -77.3% | +115.8% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling