-83.0%
FRMI vs ALK
-18.6%
-64.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -2.8% |
| 7D | +15.9% | -3.0% | +18.9% | +17.0% |
| 30D | -6.0% | -14.6% | +8.6% | -0.4% |
| 3M | -1.6% | -10.6% | +9.0% | +2.4% |
| 6M | -30.7% | -6.7% | -24.0% | -30.3% |
| YTD | -30.9% | -19.8% | -11.1% | -26.1% |
| All | -83.0% | -18.6% | -64.4% | -84.7% |
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