-82.4%
FRMI vs ALLE
-11.1%
-71.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.7% | +12.2% | +11.6% |
| 7D | +23.3% | +2.8% | +20.5% | +22.7% |
| 30D | -7.6% | -7.6% | 0.0% | -6.6% |
| 3M | +0.2% | +22.8% | -22.6% | -3.7% |
| 6M | -28.7% | +4.6% | -33.3% | -30.2% |
| YTD | -28.6% | -1.2% | -27.4% | -25.9% |
| All | -82.4% | -11.1% | -71.4% | -84.7% |
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 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