-95.2%
FRMI vs ALLE
+6.0%
-101.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.7% |
| 7D | -39.8% | -0.6% | -39.3% | -39.7% |
| 30D | -60.5% | +25.3% | -85.8% | -62.0% |
| 3M | -74.6% | +10.3% | -84.9% | -75.1% |
| 6M | -71.8% | +38.0% | -109.8% | -73.3% |
| YTD | -80.4% | +17.8% | -98.2% | -80.2% |
| 1Y | -93.9% | +13.6% | -107.5% | -93.9% |
| All | -95.2% | +6.0% | -101.2% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling