-95.3%
FRMI vs ALK
-16.2%
-79.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.1% |
| 7D | -24.3% | +12.9% | -37.3% | -27.6% |
| 30D | -55.1% | +5.5% | -60.6% | -55.9% |
| 3M | -73.8% | -12.1% | -61.7% | -72.4% |
| 6M | -70.6% | +1.7% | -72.3% | -70.8% |
| YTD | -80.8% | -17.4% | -63.3% | -79.6% |
| 1Y | -93.9% | -1.9% | -92.0% | -92.9% |
| All | -95.3% | -16.2% | -79.0% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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