-93.2%
FRMI vs ABCL
+138.2%
-231.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.8% | -11.4% | -10.9% |
| 7D | -39.7% | -10.0% | -29.8% | -37.4% |
| 30D | -55.2% | -10.9% | -44.3% | -53.3% |
| 3M | -71.2% | +101.6% | -172.8% | -78.3% |
| 6M | -64.1% | +167.5% | -231.6% | -77.8% |
| YTD | -77.2% | +259.1% | -336.3% | -89.5% |
| 1Y | -93.2% | +152.2% | -245.3% | -95.8% |
| All | -93.2% | +138.2% | -231.4% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling