+50.3%
ALB vs FRMI
-78.0%
+128.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.3% | -2.6% |
| 7D | -8.6% | +15.9% | -24.5% | -9.6% |
| 30D | -4.0% | -6.0% | +1.9% | -4.2% |
| 3M | -17.4% | -1.6% | -15.8% | -19.1% |
| 6M | -25.4% | -30.7% | +5.3% | -25.1% |
| YTD | -10.5% | -30.9% | +20.3% | -9.4% |
| All | +50.3% | -78.0% | +128.3% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling