+3.2%
AMT vs FRMI
-89.6%
+92.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +26.7% | -25.7% | +1.2% |
| 7D | +1.5% | +66.2% | -64.7% | +2.1% |
| 30D | +6.8% | -17.4% | +24.2% | +6.8% |
| 3M | +11.2% | -60.5% | +71.7% | +11.0% |
| 6M | +12.5% | -56.5% | +69.0% | +11.9% |
| YTD | +12.5% | -67.4% | +79.9% | +11.7% |
| 1Y | +10.1% | -85.1% | +95.2% | +8.8% |
| All | +3.2% | -89.6% | +92.8% | +0.4% |
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