-85.1%
FRMI vs ALK
-10.2%
-74.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -1.5% | +28.2% | +27.3% |
| 7D | +66.2% | -1.2% | +67.4% | +65.9% |
| 30D | -17.4% | +7.7% | -25.1% | -21.5% |
| 3M | -60.5% | -19.0% | -41.5% | -56.6% |
| 6M | -56.5% | -0.2% | -56.3% | -57.5% |
| YTD | -67.4% | -23.5% | -43.9% | -63.0% |
| 1Y | -85.1% | -9.1% | -76.0% | -84.7% |
| All | -85.1% | -10.2% | -74.9% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling