-82.4%
FRMI vs ALLY
+11.9%
-94.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -3.3% | +14.8% | +12.2% |
| 7D | +23.3% | +1.0% | +22.3% | +22.7% |
| 30D | -7.6% | -3.3% | -4.3% | -7.1% |
| 3M | +0.2% | +0.5% | -0.3% | -0.5% |
| 6M | -28.7% | +12.6% | -41.3% | -31.1% |
| YTD | -28.6% | -4.7% | -23.9% | -29.5% |
| All | -82.4% | +11.9% | -94.3% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling