+46.3%
ALAB vs FRMI
-78.6%
+124.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -4.8% |
| 7D | +0.6% | +10.9% | -10.3% | -1.9% |
| 30D | -8.8% | -24.3% | +15.5% | -4.1% |
| 3M | -14.0% | -21.8% | +7.8% | -11.4% |
| 6M | +144.3% | -33.0% | +177.3% | +152.2% |
| YTD | +71.0% | -32.6% | +103.7% | +73.7% |
| All | +46.3% | -78.6% | +124.8% | +57.3% |
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 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