+237.1%
AMD vs FRMI
-92.8%
+329.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +17.5% | -10.2% | +3.4% |
| 7D | +13.1% | -0.5% | +13.7% | +13.4% |
| 30D | -7.0% | -44.3% | +37.4% | +4.0% |
| 3M | +16.6% | -74.6% | +91.1% | +49.4% |
| 6M | +20.5% | -66.3% | +86.8% | +44.7% |
| YTD | +158.2% | -77.4% | +235.5% | +221.2% |
| 1Y | +132.8% | -91.7% | +224.5% | +208.6% |
| All | +237.1% | -92.8% | +329.9% | +339.6% |
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