-92.0%
FRMI vs ALC
-0.6%
-91.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +3.2% | +23.5% | +28.6% |
| 7D | +66.2% | -1.1% | +67.3% | +64.4% |
| 30D | -17.4% | +16.0% | -33.5% | -9.3% |
| 3M | -60.5% | +0.8% | -61.3% | -59.4% |
| 6M | -56.5% | +16.8% | -73.3% | -51.6% |
| YTD | -67.4% | -5.5% | -61.9% | -65.6% |
| 1Y | -85.1% | -5.3% | -79.8% | -84.2% |
| All | -92.0% | -0.6% | -91.4% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling