-94.4%
FRMI vs ALLY
+2.2%
-96.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +1.6% | +15.9% | +17.1% |
| 7D | -0.5% | -2.8% | +2.2% | +0.1% |
| 30D | -44.3% | +1.9% | -46.2% | -44.5% |
| 3M | -74.6% | -12.1% | -62.5% | -73.9% |
| 6M | -66.3% | -9.0% | -57.3% | -65.8% |
| YTD | -77.4% | -12.9% | -64.5% | -77.2% |
| 1Y | -91.7% | -0.1% | -91.7% | -91.4% |
| All | -94.4% | +2.2% | -96.7% | -94.0% |
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