+35.8%
AMC vs FRMI
-90.8%
+126.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +13.8% | -16.2% | -3.8% |
| 7D | +8.4% | +34.6% | -26.2% | +4.6% |
| 30D | +9.2% | -44.6% | +53.8% | +15.4% |
| 3M | +32.0% | -72.9% | +104.9% | +49.9% |
| 6M | +149.3% | -62.3% | +211.6% | +168.7% |
| YTD | +114.1% | -74.3% | +188.4% | +132.7% |
| 1Y | +35.8% | -90.5% | +126.3% | +67.4% |
| All | +35.8% | -90.8% | +126.5% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling