-81.3%
AMIX vs FRMI
-79.6%
-1.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.3% | -2.8% |
| 7D | -13.7% | +2.4% | -16.1% | -14.1% |
| 30D | -62.1% | -17.3% | -44.8% | -61.0% |
| 3M | -46.2% | -17.2% | -29.0% | -45.4% |
| 6M | -46.4% | -43.4% | -3.1% | -44.1% |
| YTD | -60.3% | -36.0% | -24.3% | -59.9% |
| All | -81.3% | -79.6% | -1.7% | -80.3% |
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