-85.1%
FRMI vs ALM
+19.0%
-104.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +7.7% | +19.0% | +23.9% |
| 7D | +66.2% | +1.2% | +65.0% | +65.6% |
| 30D | -17.4% | -19.3% | +1.9% | -10.9% |
| 3M | -60.5% | -40.6% | -19.8% | -52.9% |
| 6M | -56.5% | -57.9% | +1.4% | -44.3% |
| YTD | -67.4% | -6.7% | -60.7% | -64.0% |
| 1Y | -85.1% | +20.2% | -105.3% | -84.4% |
| All | -85.1% | +19.0% | -104.0% | -84.4% |
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