-93.7%
FRMI vs AMBA
-24.8%
-68.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.3% | +16.1% | +14.5% |
| 7D | +34.6% | +10.7% | +24.0% | +31.1% |
| 30D | -44.6% | -5.0% | -39.6% | -43.6% |
| 3M | -72.9% | -26.9% | -46.0% | -70.8% |
| 6M | -62.3% | -21.9% | -40.4% | -61.5% |
| YTD | -74.3% | -13.8% | -60.4% | -75.3% |
| 1Y | -90.5% | -36.1% | -54.5% | -90.9% |
| All | -93.7% | -24.8% | -68.9% | -93.8% |
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