-94.9%
FRMI vs ABCL
+146.5%
-241.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.2% | +0.5% | +4.0% |
| 7D | -24.7% | +12.4% | -37.1% | -27.6% |
| 30D | -51.6% | -0.4% | -51.2% | -51.2% |
| 3M | -73.1% | +80.4% | -153.5% | -77.9% |
| 6M | -68.3% | +138.5% | -206.8% | -77.4% |
| YTD | -79.3% | +265.5% | -344.7% | -88.6% |
| 1Y | -93.2% | +219.7% | -312.9% | -96.1% |
| All | -94.9% | +146.5% | -241.4% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling