+12.0%
ALB vs FRMI
-89.6%
+101.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +26.7% | -28.1% | -3.0% |
| 7D | -5.8% | +66.2% | -72.0% | -9.2% |
| 30D | -4.5% | -17.4% | +12.9% | -3.6% |
| 3M | -28.1% | -60.5% | +32.4% | -23.6% |
| 6M | -53.2% | -56.5% | +3.3% | -51.6% |
| YTD | -33.3% | -67.4% | +34.1% | -29.1% |
| 1Y | -17.4% | -85.1% | +67.7% | -10.4% |
| All | +12.0% | -89.6% | +101.6% | +24.1% |
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