+126.1%
AMD vs FRMI
-90.8%
+216.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +13.8% | -8.0% | +2.2% |
| 7D | +44.7% | +34.6% | +10.1% | +33.7% |
| 30D | -3.3% | -44.6% | +41.3% | +9.8% |
| 3M | +21.2% | -72.9% | +94.1% | +59.3% |
| 6M | +30.6% | -62.3% | +92.9% | +55.8% |
| YTD | +173.3% | -74.3% | +247.6% | +238.6% |
| 1Y | +126.1% | -90.5% | +216.6% | +234.9% |
| All | +126.1% | -90.8% | +216.8% | +234.9% |
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