-95.2%
FRMI vs ALK
-21.5%
-73.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -39.8% | +9.0% | -48.9% | -42.0% |
| 30D | -60.5% | -1.6% | -58.8% | -60.2% |
| 3M | -74.6% | -23.2% | -51.5% | -72.0% |
| 6M | -71.8% | -3.9% | -67.9% | -71.4% |
| YTD | -80.4% | -22.6% | -57.8% | -78.7% |
| 1Y | -93.9% | -5.3% | -88.6% | -92.4% |
| All | -95.2% | -21.5% | -73.7% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling