-93.2%
FRMI vs ALC
+4.2%
-97.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.8% | -17.4% | -6.6% |
| 7D | -39.7% | +10.7% | -50.4% | -35.6% |
| 30D | -55.2% | +20.2% | -75.3% | -49.9% |
| 3M | -71.2% | +8.9% | -80.1% | -69.0% |
| 6M | -64.1% | +5.7% | -69.8% | -61.5% |
| YTD | -77.2% | -1.4% | -75.8% | -74.6% |
| 1Y | -93.2% | +4.7% | -97.9% | -91.9% |
| All | -93.2% | +4.2% | -97.4% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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