+166.6%
INTC vs FRMI
-79.6%
+246.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.3% | -0.8% | +3.9% |
| 7D | +7.1% | +2.4% | +4.7% | +6.8% |
| 30D | -5.2% | -17.3% | +12.1% | -3.8% |
| 3M | -14.3% | -17.2% | +2.9% | -12.8% |
| 6M | +110.2% | -43.4% | +153.5% | +118.1% |
| YTD | +159.6% | -36.0% | +195.6% | +164.9% |
| All | +166.6% | -79.6% | +246.2% | +197.2% |
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