+53.6%
AMAT vs FRMI
-93.8%
+147.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.8% |
| 7D | -14.7% | -39.8% | +25.1% | -7.3% |
| 30D | -36.1% | -60.5% | +24.4% | -26.3% |
| 3M | -36.9% | -74.6% | +37.8% | -22.5% |
| 6M | -22.2% | -71.8% | +49.6% | -6.4% |
| YTD | +29.9% | -80.4% | +110.3% | +62.8% |
| 1Y | +43.3% | -93.9% | +137.1% | +82.3% |
| All | +53.6% | -93.8% | +147.4% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling