+71.1%
AMAT vs FRMI
-93.4%
+164.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.7% | +5.6% | +10.4% |
| 7D | -1.1% | -24.7% | +23.7% | +3.8% |
| 30D | -26.9% | -51.6% | +24.7% | -18.4% |
| 3M | -31.2% | -73.1% | +41.9% | -16.3% |
| 6M | -14.7% | -68.3% | +53.6% | +0.9% |
| YTD | +44.7% | -79.3% | +124.0% | +79.6% |
| 1Y | +62.0% | -93.2% | +155.1% | +104.8% |
| All | +71.1% | -93.4% | +164.5% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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