+95.5%
AMD vs FRMI
-93.1%
+188.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.6% | +11.6% | +3.5% |
| 7D | -15.5% | -39.7% | +24.2% | -4.9% |
| 30D | -22.6% | -55.2% | +32.5% | -7.5% |
| 3M | -5.7% | -71.2% | +65.4% | +22.8% |
| 6M | +43.1% | -64.1% | +107.2% | +73.8% |
| YTD | +128.2% | -77.2% | +205.5% | +192.4% |
| 1Y | +95.5% | -93.2% | +188.6% | +232.1% |
| All | +95.5% | -93.1% | +188.6% | +232.1% |
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