+71.1%
AMAT vs FRMI
-89.6%
+160.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +26.7% | -29.4% | -7.1% |
| 7D | +11.4% | +66.2% | -54.9% | +1.0% |
| 30D | -17.0% | -17.4% | +0.4% | -15.9% |
| 3M | -30.6% | -60.5% | +29.8% | -21.7% |
| 6M | -14.9% | -56.5% | +41.6% | -6.3% |
| YTD | +44.7% | -67.4% | +112.1% | +64.4% |
| 1Y | +66.9% | -85.1% | +152.0% | +93.5% |
| All | +71.1% | -89.6% | +160.7% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling