-21.9%
ABT vs FRMI
-78.1%
+56.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.3% |
| 7D | -5.9% | +7.4% | -13.3% | -5.7% |
| 30D | -8.1% | -27.6% | +19.6% | -8.7% |
| 3M | +14.5% | -20.9% | +35.4% | +14.4% |
| 6M | -6.3% | -36.6% | +30.3% | -6.5% |
| YTD | -17.1% | -31.3% | +14.1% | -17.0% |
| All | -21.9% | -78.1% | +56.3% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling