-83.0%
FRMI vs ALC
-8.2%
-74.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.7% |
| 7D | +15.9% | -5.3% | +21.2% | +12.8% |
| 30D | -6.0% | -7.1% | +1.1% | -9.5% |
| 3M | -1.6% | +0.8% | -2.4% | +0.6% |
| 6M | -30.7% | -16.0% | -14.7% | -34.5% |
| YTD | -30.9% | -12.7% | -18.1% | -31.5% |
| All | -83.0% | -8.2% | -74.8% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling