-83.0%
FRMI vs ALM
+211.2%
-294.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +1.0% | -2.0% |
| 7D | +15.9% | +3.6% | +12.3% | +14.9% |
| 30D | -6.0% | +33.8% | -39.7% | -13.0% |
| 3M | -1.6% | +14.8% | -16.4% | -6.4% |
| 6M | -30.7% | -7.0% | -23.7% | -31.9% |
| YTD | -30.9% | +108.1% | -138.9% | -40.1% |
| All | -83.0% | +211.2% | -294.2% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling