+54.6%
ALB vs FRMI
-77.3%
+131.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.5% | -8.9% | +1.8% |
| 7D | -4.4% | +23.3% | -27.7% | -5.8% |
| 30D | -1.2% | -7.6% | +6.4% | -1.1% |
| 3M | -13.3% | +0.2% | -13.5% | -15.2% |
| 6M | -19.8% | -28.7% | +9.0% | -19.6% |
| YTD | -7.9% | -28.6% | +20.7% | -7.0% |
| All | +54.6% | -77.3% | +131.9% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling