-90.5%
FRMI vs ALC
-11.3%
-79.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.9% | +14.7% | +13.3% |
| 7D | +34.6% | -6.2% | +40.8% | +30.3% |
| 30D | -44.6% | +14.0% | -58.6% | -40.6% |
| 3M | -72.9% | -2.4% | -70.5% | -72.5% |
| 6M | -62.3% | +12.6% | -75.0% | -60.0% |
| YTD | -74.3% | -8.4% | -65.8% | -71.9% |
| 1Y | -90.5% | -9.1% | -81.4% | -89.7% |
| All | -90.5% | -11.3% | -79.2% | -89.7% |
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