+8.6%
ALB vs FRMI
-93.1%
+101.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -10.6% | +15.9% | +6.1% |
| 7D | -2.1% | -39.7% | +37.7% | +1.6% |
| 30D | -9.0% | -55.2% | +46.2% | -3.7% |
| 3M | -21.1% | -71.2% | +50.0% | -14.2% |
| 6M | -49.9% | -64.1% | +14.2% | -48.0% |
| YTD | -32.3% | -77.2% | +45.0% | -25.3% |
| 1Y | +8.6% | -93.2% | +101.8% | +25.9% |
| All | +8.6% | -93.1% | +101.7% | +25.9% |
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