-82.4%
FRMI vs ALC
-7.3%
-75.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.0% | +13.5% | +10.5% |
| 7D | +23.3% | -3.7% | +27.0% | +21.1% |
| 30D | -7.6% | -3.7% | -3.9% | -9.2% |
| 3M | +0.2% | +4.6% | -4.4% | +3.9% |
| 6M | -28.7% | -14.6% | -14.1% | -32.0% |
| YTD | -28.6% | -11.9% | -16.8% | -28.9% |
| All | -82.4% | -7.3% | -75.2% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling