+13.6%
ALB vs FRMI
-91.8%
+105.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +13.8% | -15.0% | -2.1% |
| 7D | -3.6% | +34.6% | -38.2% | -5.7% |
| 30D | -2.9% | -44.6% | +41.8% | +0.8% |
| 3M | -25.8% | -72.9% | +47.0% | -19.2% |
| 6M | -53.6% | -62.3% | +8.8% | -51.8% |
| YTD | -32.4% | -74.3% | +41.9% | -26.9% |
| 1Y | -13.0% | -90.5% | +77.5% | -3.6% |
| All | +13.6% | -91.8% | +105.4% | +28.0% |
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