+14.1%
ALAB vs FRMI
-89.6%
+103.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +26.7% | -29.3% | -9.3% |
| 7D | +16.3% | +66.2% | -49.9% | +0.2% |
| 30D | -26.1% | -17.4% | -8.7% | -24.0% |
| 3M | -31.3% | -60.5% | +29.2% | -17.4% |
| 6M | -1.0% | -56.5% | +55.5% | +13.0% |
| YTD | +33.3% | -67.4% | +100.7% | +56.8% |
| 1Y | +53.5% | -85.1% | +138.6% | +97.4% |
| All | +14.1% | -89.6% | +103.7% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling