-6.4%
AMT vs FRMI
-77.3%
+70.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.5% | -11.6% | 0.0% |
| 7D | -0.2% | +23.3% | -23.5% | -0.1% |
| 30D | +1.8% | -7.6% | +9.5% | +1.8% |
| 3M | -6.2% | +0.2% | -6.4% | -6.6% |
| 6M | -5.0% | -28.7% | +23.7% | -5.3% |
| YTD | +2.1% | -28.6% | +30.7% | +1.5% |
| All | -6.4% | -77.3% | +70.9% | -8.8% |
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