+53.5%
ALAB vs FRMI
-87.9%
+141.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +26.7% | -29.3% | -10.3% |
| 7D | +16.3% | +66.2% | -49.9% | -2.2% |
| 30D | -26.1% | -17.4% | -8.7% | -23.5% |
| 3M | -31.3% | -60.5% | +29.2% | -14.4% |
| 6M | -1.0% | -56.5% | +55.5% | +15.1% |
| YTD | +33.3% | -67.4% | +100.7% | +59.3% |
| 1Y | +53.5% | -85.1% | +138.6% | +139.2% |
| All | +53.5% | -87.9% | +141.5% | +139.2% |
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