-82.4%
FRMI vs ABCL
+125.6%
-208.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.1% | +11.4% | +11.5% |
| 7D | +23.3% | +1.4% | +21.9% | +22.8% |
| 30D | -7.6% | +65.1% | -72.7% | -22.1% |
| 3M | +0.2% | +111.1% | -110.9% | -24.7% |
| 6M | -28.7% | +231.6% | -260.3% | -57.6% |
| YTD | -28.6% | +234.5% | -263.1% | -59.7% |
| All | -82.4% | +125.6% | -208.1% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling