-84.3%
FRMI vs ALM
+198.3%
-282.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.9% | +5.8% |
| 7D | +2.4% | -2.6% | +5.0% | +3.1% |
| 30D | -17.3% | +32.0% | -49.3% | -23.3% |
| 3M | -17.2% | -15.0% | -2.1% | -15.8% |
| 6M | -43.4% | -10.1% | -33.2% | -43.8% |
| YTD | -36.0% | +99.4% | -135.4% | -44.0% |
| All | -84.3% | +198.3% | -282.6% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling