-92.0%
FRMI vs ALLY
+2.3%
-94.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.8% | +25.9% | +26.5% |
| 7D | +66.2% | +0.4% | +65.9% | +66.2% |
| 30D | -17.4% | +5.2% | -22.6% | -18.3% |
| 3M | -60.5% | -13.3% | -47.1% | -59.2% |
| 6M | -56.5% | -6.7% | -49.8% | -56.0% |
| YTD | -67.4% | -12.8% | -54.5% | -67.1% |
| 1Y | -85.1% | +0.7% | -85.8% | -84.5% |
| All | -92.0% | +2.3% | -94.3% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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