-82.4%
FRMI vs ALM
+224.6%
-307.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +8.8% | +2.7% | +9.1% |
| 7D | +23.3% | +8.4% | +14.9% | +20.7% |
| 30D | -7.6% | +34.8% | -42.4% | -14.7% |
| 3M | +0.2% | +16.2% | -16.1% | -5.2% |
| 6M | -28.7% | +2.1% | -30.9% | -31.5% |
| YTD | -28.6% | +117.0% | -145.7% | -38.9% |
| All | -82.4% | +224.6% | -307.1% | -86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling