+24.5%
ALAB vs FRMI
-93.1%
+117.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.6% | +6.1% | -1.3% |
| 7D | -24.9% | -39.7% | +14.9% | -12.8% |
| 30D | -38.4% | -55.2% | +16.8% | -22.7% |
| 3M | -38.3% | -71.2% | +32.9% | -14.2% |
| 6M | +10.9% | -64.1% | +75.0% | +38.9% |
| YTD | +34.2% | -77.2% | +111.5% | +81.7% |
| 1Y | +24.5% | -93.2% | +117.7% | +161.7% |
| All | +24.5% | -93.1% | +117.6% | +161.7% |
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