-93.2%
FRMI vs ALLE
+18.6%
-111.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.8% | -12.3% | -10.9% |
| 7D | -39.7% | +6.7% | -46.4% | -40.7% |
| 30D | -55.2% | +25.4% | -80.6% | -58.0% |
| 3M | -71.2% | +16.9% | -88.1% | -72.4% |
| 6M | -64.1% | +46.6% | -110.7% | -68.3% |
| YTD | -77.2% | +22.4% | -99.7% | -78.5% |
| 1Y | -93.2% | +17.7% | -110.9% | -93.2% |
| All | -93.2% | +18.6% | -111.7% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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