-90.5%
FRMI vs ABCL
+189.1%
-279.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.8% | +16.6% | +14.8% |
| 7D | +34.6% | +4.4% | +30.2% | +31.9% |
| 30D | -44.6% | -7.9% | -36.8% | -42.8% |
| 3M | -72.9% | +12.2% | -85.1% | -74.1% |
| 6M | -62.3% | +134.7% | -197.1% | -75.0% |
| YTD | -74.3% | +239.8% | -314.0% | -88.5% |
| 1Y | -90.5% | +192.7% | -283.2% | -94.6% |
| All | -90.5% | +189.1% | -279.6% | -94.6% |
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