+34.7%
AMGN vs FRMI
-78.0%
+112.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.6% |
| 7D | -11.6% | +15.9% | -27.6% | -11.3% |
| 30D | -5.7% | -6.0% | +0.3% | -5.6% |
| 3M | +14.2% | -1.6% | +15.8% | +14.4% |
| 6M | +5.2% | -30.7% | +35.9% | +5.1% |
| YTD | +22.0% | -30.9% | +52.9% | +22.0% |
| All | +34.7% | -78.0% | +112.7% | +32.2% |
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