+116.5%
AMAT vs FRMI
-78.0%
+194.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.3% |
| 7D | +6.9% | +15.9% | -9.0% | +4.4% |
| 30D | -10.1% | -6.0% | -4.2% | -9.8% |
| 3M | -6.0% | -1.6% | -4.4% | -6.2% |
| 6M | +38.6% | -30.7% | +69.4% | +42.0% |
| YTD | +83.1% | -30.9% | +114.0% | +88.9% |
| All | +116.5% | -78.0% | +194.5% | +124.4% |
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