-93.7%
FRMI vs ABCL
+129.2%
-222.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.8% | +16.6% | +14.7% |
| 7D | +34.6% | +4.4% | +30.2% | +32.1% |
| 30D | -44.6% | -7.9% | -36.8% | -42.9% |
| 3M | -72.9% | +12.2% | -85.1% | -74.0% |
| 6M | -62.3% | +134.7% | -197.1% | -73.4% |
| YTD | -74.3% | +239.8% | -314.0% | -85.5% |
| 1Y | -90.5% | +192.7% | -283.2% | -94.4% |
| All | -93.7% | +129.2% | -222.9% | -96.5% |
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