-95.3%
FRMI vs ALLY
+0.6%
-95.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.2% | -5.0% | -6.7% |
| 7D | -24.3% | -0.7% | -23.7% | -24.2% |
| 30D | -55.1% | +1.1% | -56.2% | -55.2% |
| 3M | -73.8% | -13.2% | -60.6% | -73.0% |
| 6M | -70.6% | -13.5% | -57.1% | -69.8% |
| YTD | -80.8% | -14.3% | -66.5% | -80.5% |
| 1Y | -93.9% | -1.1% | -92.8% | -93.6% |
| All | -95.3% | +0.6% | -95.9% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling