-6.6%
AMT vs FRMI
-78.0%
+71.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.2% |
| 7D | +1.5% | +15.9% | -14.5% | +1.5% |
| 30D | +3.7% | -6.0% | +9.7% | +3.7% |
| 3M | -7.2% | -1.6% | -5.6% | -7.6% |
| 6M | -4.2% | -30.7% | +26.5% | -4.5% |
| YTD | +1.9% | -30.9% | +32.8% | +1.3% |
| All | -6.6% | -78.0% | +71.4% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling