-95.2%
FRMI vs ABCL
+134.3%
-229.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +0.4% |
| 7D | -39.8% | -3.2% | -36.7% | -39.0% |
| 30D | -60.5% | -7.4% | -53.0% | -59.2% |
| 3M | -74.6% | +81.9% | -156.6% | -79.3% |
| 6M | -71.8% | +135.7% | -207.5% | -80.0% |
| YTD | -80.4% | +247.4% | -327.7% | -89.0% |
| 1Y | -93.9% | +162.3% | -256.1% | -96.4% |
| All | -95.2% | +134.3% | -229.5% | -97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling