-95.3%
FRMI vs ALC
-0.7%
-94.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.4% | -5.8% | -8.1% |
| 7D | -24.3% | +2.3% | -26.7% | -22.8% |
| 30D | -55.1% | +15.5% | -70.6% | -50.5% |
| 3M | -73.8% | +0.6% | -74.4% | -73.1% |
| 6M | -70.6% | +18.4% | -88.9% | -66.9% |
| YTD | -80.8% | -5.6% | -75.2% | -79.6% |
| 1Y | -93.9% | 0.0% | -94.0% | -92.7% |
| All | -95.3% | -0.7% | -94.6% | -94.4% |
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