-83.1%
FRMI vs ALM
+163.0%
-246.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.6% | +3.8% |
| 7D | +7.4% | -11.8% | +19.3% | +11.1% |
| 30D | -27.6% | +7.8% | -35.4% | -29.0% |
| 3M | -20.9% | -9.3% | -11.6% | -20.0% |
| 6M | -36.6% | -30.5% | -6.1% | -33.1% |
| YTD | -31.3% | +75.8% | -107.1% | -37.7% |
| All | -83.1% | +163.0% | -246.1% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling