-94.9%
FRMI vs AMBA
-24.1%
-70.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.3% | +0.5% | +4.3% |
| 7D | -24.7% | 0.0% | -24.7% | -24.5% |
| 30D | -51.6% | -8.6% | -43.0% | -50.3% |
| 3M | -73.1% | -29.0% | -44.2% | -70.9% |
| 6M | -68.3% | -19.2% | -49.0% | -68.0% |
| YTD | -79.3% | -13.0% | -66.3% | -80.2% |
| 1Y | -93.2% | -31.3% | -61.9% | -93.4% |
| All | -94.9% | -24.1% | -70.8% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling