-24.6%
ALB vs FRMI
-45.9%
+21.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.8% | -4.7% |
| 7D | -8.1% | +2.4% | -10.5% | -8.2% |
| 30D | +6.3% | -17.3% | +23.5% | +6.9% |
| 3M | -23.6% | -17.2% | -6.4% | -24.4% |
| 6M | -24.6% | -43.4% | +18.8% | -19.6% |
| All | -24.6% | -45.9% | +21.3% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling