+6.4%
AMC vs FRMI
-93.8%
+100.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.7% |
| 7D | +2.6% | -39.8% | +42.5% | +7.2% |
| 30D | +9.0% | -60.5% | +69.5% | +18.1% |
| 3M | +22.2% | -74.6% | +96.8% | +37.0% |
| 6M | +91.5% | -71.8% | +163.2% | +110.8% |
| YTD | +101.3% | -80.4% | +181.7% | +123.3% |
| 1Y | +20.8% | -93.9% | +114.6% | +38.5% |
| All | +6.4% | -93.8% | +100.2% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling