-94.9%
FRMI vs ALLE
+9.0%
-103.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +3.0% | +5.4% |
| 7D | -24.7% | -0.6% | -24.1% | -24.6% |
| 30D | -51.6% | +26.6% | -78.2% | -53.5% |
| 3M | -73.1% | +13.2% | -86.3% | -73.7% |
| 6M | -68.3% | +42.9% | -111.1% | -70.1% |
| YTD | -79.3% | +21.0% | -100.3% | -79.2% |
| 1Y | -93.2% | +15.2% | -108.3% | -93.5% |
| All | -94.9% | +9.0% | -103.9% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling