+225.6%
AMD vs FRMI
-89.6%
+315.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +26.7% | -35.5% | -14.1% |
| 7D | +18.9% | +66.2% | -47.3% | +5.1% |
| 30D | -6.4% | -17.4% | +11.0% | -4.8% |
| 3M | +10.6% | -60.5% | +71.0% | +28.0% |
| 6M | +19.9% | -56.5% | +76.4% | +34.0% |
| YTD | +149.4% | -67.4% | +216.7% | +183.3% |
| 1Y | +115.4% | -85.1% | +200.5% | +159.4% |
| All | +225.6% | -89.6% | +315.2% | +287.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling