-92.0%
FRMI vs ALM
+39.6%
-131.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +7.7% | +19.0% | +24.2% |
| 7D | +66.2% | +1.2% | +65.0% | +65.7% |
| 30D | -17.4% | -19.3% | +1.9% | -11.6% |
| 3M | -60.5% | -40.6% | -19.8% | -53.7% |
| 6M | -56.5% | -57.9% | +1.4% | -45.7% |
| YTD | -67.4% | -6.7% | -60.7% | -64.3% |
| 1Y | -85.1% | +20.2% | -105.3% | -84.5% |
| All | -92.0% | +39.6% | -131.5% | -91.9% |
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